+40.4%
PL vs MDY
+42.9%
-2.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -1.0% |
| 7D | +22.3% | +3.0% | +19.2% | +16.9% |
| 30D | -8.3% | +0.8% | -9.1% | -8.5% |
| 3M | -43.3% | -5.1% | -38.1% | -37.1% |
| 6M | -65.8% | +1.2% | -67.0% | -65.4% |
| YTD | -29.5% | +12.5% | -42.0% | -40.0% |
| 1Y | +11.7% | +13.8% | -2.0% | -6.1% |
| 3Y | +540.6% | +56.4% | +484.1% | +274.6% |
| 5Y | +32.9% | +35.3% | -2.4% | -10.2% |
| All | +40.4% | +42.9% | -2.4% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling