+520.5%
PL vs MDY
+57.0%
+463.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -0.5% |
| 7D | +22.3% | +3.0% | +19.2% | +15.4% |
| 30D | -8.3% | +0.8% | -9.1% | -8.8% |
| 3M | -43.3% | -5.1% | -38.1% | -35.6% |
| 6M | -65.8% | +1.2% | -67.0% | -65.4% |
| YTD | -29.5% | +12.5% | -42.0% | -43.0% |
| 1Y | +11.7% | +13.8% | -2.0% | -11.1% |
| All | +520.5% | +57.0% | +463.5% | +178.9% |
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