+336.7%
RF vs MDY
+170.4%
+166.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.3% |
| 7D | +2.7% | +1.0% | +1.6% | +1.4% |
| 30D | -3.4% | -3.1% | -0.2% | +0.6% |
| 3M | +6.4% | +1.8% | +4.5% | +3.6% |
| 6M | +13.4% | +10.8% | +2.6% | -1.2% |
| YTD | +14.2% | +14.4% | -0.2% | -4.5% |
| 1Y | +15.7% | +15.2% | +0.5% | -4.2% |
| 3Y | +91.3% | +51.2% | +40.2% | +11.7% |
| 5Y | +89.8% | +47.2% | +42.5% | +14.7% |
| 10Y | +336.7% | +171.1% | +165.6% | +22.4% |
| All | +336.7% | +170.4% | +166.3% | +22.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling