+135.3%
PSX vs MDY
+48.7%
+86.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.4% |
| 7D | +1.8% | -0.8% | +2.6% | +2.3% |
| 30D | +21.6% | -3.9% | +25.5% | +24.9% |
| 3M | +46.5% | 0.0% | +46.5% | +45.7% |
| 6M | +62.0% | +8.5% | +53.5% | +49.8% |
| YTD | +106.3% | +13.2% | +93.1% | +83.3% |
| 1Y | +103.0% | +15.0% | +87.9% | +77.3% |
| All | +135.3% | +48.7% | +86.7% | +72.8% |
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