+1,158.7%
PSX vs MDY
+361.1%
+797.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +7.8% | +2.3% | +5.5% | +5.5% |
| 30D | -10.9% | +2.0% | -12.9% | -12.8% |
| 3M | +14.5% | -5.6% | +20.1% | +20.7% |
| 6M | +56.1% | +1.3% | +54.8% | +52.2% |
| YTD | +109.6% | +12.3% | +97.3% | +81.9% |
| 1Y | +95.5% | +15.8% | +79.7% | +64.4% |
| 3Y | +156.2% | +56.5% | +99.7% | +56.8% |
| 5Y | +310.0% | +35.1% | +274.9% | +184.4% |
| 10Y | +368.0% | +167.4% | +200.6% | +56.6% |
| All | +1,158.7% | +361.1% | +797.6% | +134.2% |
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