+1,131.3%
PSX vs MDY
+369.8%
+761.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +2.2% |
| 7D | +2.8% | +1.0% | +1.8% | +1.8% |
| 30D | +27.8% | -3.1% | +30.9% | +31.6% |
| 3M | +42.0% | +1.8% | +40.2% | +38.6% |
| 6M | +58.1% | +10.8% | +47.3% | +40.0% |
| YTD | +105.0% | +14.4% | +90.6% | +75.2% |
| 1Y | +104.9% | +15.2% | +89.7% | +73.3% |
| 3Y | +134.1% | +51.2% | +82.9% | +48.7% |
| 5Y | +363.8% | +47.2% | +316.6% | +193.8% |
| 10Y | +370.1% | +171.1% | +199.0% | +55.7% |
| All | +1,131.3% | +369.8% | +761.6% | +125.7% |
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