-1.9%
POET vs MDY
+46.3%
-48.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.6% |
| 7D | +0.4% | -1.9% | +2.2% | +2.9% |
| 30D | -10.4% | -4.6% | -5.7% | -4.2% |
| 3M | -29.3% | -1.2% | -28.1% | -26.8% |
| 6M | +6.9% | +9.2% | -2.4% | +0.5% |
| YTD | +25.6% | +13.1% | +12.5% | +14.8% |
| 1Y | +49.2% | +13.0% | +36.2% | +38.6% |
| 3Y | +128.4% | +49.2% | +79.2% | +75.7% |
| All | -1.9% | +46.3% | -48.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling