+152.2%
PR vs MDY
+190.7%
-38.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.3% |
| 7D | -9.5% | 0.0% | -9.5% | -9.7% |
| 30D | -5.7% | +1.0% | -6.6% | -7.2% |
| 3M | +3.0% | -4.1% | +7.1% | +7.5% |
| 6M | +11.8% | +0.6% | +11.2% | +8.8% |
| YTD | +58.5% | +12.9% | +45.5% | +31.6% |
| 1Y | +69.9% | +14.6% | +55.3% | +38.0% |
| 3Y | +84.9% | +57.1% | +27.8% | +1.1% |
| 5Y | +246.4% | +37.1% | +209.4% | +129.6% |
| 10Y | +70.3% | +171.5% | -101.2% | +2.5% |
| All | +152.2% | +190.7% | -38.5% | +51.3% |
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