+99.6%
PSX vs MDY
+17.9%
+81.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.6% |
| 30D | +26.6% | -1.5% | +28.1% | +26.5% |
| 3M | +39.3% | +0.8% | +38.5% | +39.3% |
| 6M | +56.8% | +7.4% | +49.4% | +57.1% |
| YTD | +101.8% | +15.2% | +86.6% | +94.3% |
| 1Y | +99.6% | +16.5% | +83.1% | +88.9% |
| All | +99.6% | +17.9% | +81.7% | +88.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling