+378.1%
PSX vs MDY
+177.2%
+200.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.4% |
| 7D | +1.7% | -1.9% | +3.6% | +3.5% |
| 30D | +15.6% | -4.6% | +20.3% | +20.9% |
| 3M | +46.5% | -1.2% | +47.7% | +47.5% |
| 6M | +55.0% | +9.2% | +45.8% | +39.5% |
| YTD | +105.3% | +13.1% | +92.2% | +77.9% |
| 1Y | +101.6% | +13.0% | +88.6% | +74.3% |
| 3Y | +134.1% | +49.2% | +84.9% | +51.6% |
| 5Y | +368.7% | +47.2% | +321.4% | +198.3% |
| All | +378.1% | +177.2% | +200.9% | +61.1% |
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