-20.0%
POET vs MDY
+453.0%
-473.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.7% | -3.1% |
| 7D | +9.7% | -0.8% | +10.5% | +10.3% |
| 30D | -6.5% | -3.9% | -2.7% | -4.0% |
| 3M | -25.7% | 0.0% | -25.7% | -25.0% |
| 6M | +19.6% | +8.5% | +11.0% | +16.4% |
| YTD | +26.4% | +13.2% | +13.2% | +20.7% |
| 1Y | +50.1% | +15.0% | +35.1% | +43.4% |
| 3Y | +127.9% | +49.6% | +78.3% | +94.9% |
| 5Y | -5.9% | +46.0% | -51.9% | -19.3% |
| 10Y | +31.1% | +176.4% | -145.2% | -12.1% |
| All | -20.0% | +453.0% | -473.0% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling