+88.7%
PR vs MDY
+58.9%
+29.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.7% |
| 30D | -4.6% | +2.1% | -6.8% | -6.5% |
| 3M | +4.7% | -3.6% | +8.3% | +7.7% |
| 6M | +12.4% | +1.7% | +10.8% | +9.3% |
| YTD | +62.9% | +13.8% | +49.0% | +38.6% |
| 1Y | +70.6% | +15.5% | +55.1% | +42.4% |
| All | +88.7% | +58.9% | +29.9% | +15.5% |
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