+449.1%
PL vs MDY
+48.1%
+401.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.5% |
| 7D | -9.3% | +0.1% | -9.4% | -9.7% |
| 30D | -18.9% | -1.5% | -17.4% | -16.1% |
| 3M | -58.4% | +0.8% | -59.1% | -58.3% |
| 6M | -30.3% | +7.4% | -37.7% | -38.8% |
| YTD | -8.1% | +15.2% | -23.3% | -30.6% |
| 1Y | +180.5% | +16.5% | +164.0% | +109.7% |
| All | +449.1% | +48.1% | +401.0% | +147.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling