+29.7%
Q vs MDY
+14.2%
+15.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +3.9% |
| 7D | +6.7% | +1.0% | +5.7% | +4.2% |
| 30D | -10.6% | -3.1% | -7.5% | -3.7% |
| 3M | -14.6% | +1.8% | -16.4% | -17.0% |
| 6M | +12.1% | +10.8% | +1.3% | -8.4% |
| YTD | +51.3% | +14.4% | +36.8% | +18.2% |
| All | +29.7% | +14.2% | +15.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling