+18.0%
Q vs MDY
+17.5%
+0.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -1.5% |
| 7D | -3.3% | +1.7% | -5.0% | -7.0% |
| 30D | -9.7% | +1.2% | -10.9% | -12.0% |
| 3M | -16.1% | -3.5% | -12.6% | -8.4% |
| 6M | -15.7% | +3.5% | -19.2% | -20.4% |
| YTD | +45.7% | +13.6% | +32.1% | +13.9% |
| 1Y | +18.0% | +17.1% | +1.0% | -13.0% |
| All | +18.0% | +17.5% | +0.5% | -13.0% |
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