+64.8%
PR vs MDY
+180.7%
-115.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.2% | -4.9% |
| 7D | -12.4% | +0.7% | -13.1% | -13.3% |
| 30D | -6.6% | +1.3% | -7.9% | -8.5% |
| 3M | +7.5% | -4.1% | +11.6% | +12.3% |
| 6M | +10.8% | +1.0% | +9.8% | +7.2% |
| YTD | +57.0% | +13.3% | +43.7% | +29.0% |
| 1Y | +67.9% | +15.7% | +52.2% | +33.8% |
| 3Y | +87.6% | +59.6% | +28.0% | -1.7% |
| 5Y | +220.4% | +36.3% | +184.0% | +110.6% |
| 10Y | +64.8% | +173.6% | -108.8% | +21.4% |
| All | +64.8% | +180.7% | -115.9% | +21.4% |
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 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