+32.0%
Q vs MDY
+13.0%
+19.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +4.2% |
| 7D | +6.6% | -0.8% | +7.4% | +8.3% |
| 30D | -6.6% | -3.9% | -2.7% | +2.3% |
| 3M | -13.2% | 0.0% | -13.2% | -12.1% |
| 6M | +9.9% | +8.5% | +1.4% | -6.2% |
| YTD | +53.9% | +13.2% | +40.7% | +23.2% |
| All | +32.0% | +13.0% | +19.0% | +4.9% |
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