-53.5%
S vs MDY
+47.2%
-100.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -1.4% |
| 7D | -0.7% | -1.9% | +1.2% | +2.0% |
| 30D | -11.4% | -4.6% | -6.8% | -5.3% |
| 3M | +33.8% | -1.2% | +35.0% | +36.0% |
| 6M | +39.5% | +9.2% | +30.3% | +21.5% |
| YTD | +31.7% | +13.1% | +18.6% | +8.4% |
| 1Y | +7.0% | +13.0% | -6.0% | -11.9% |
| 3Y | +11.8% | +49.2% | -37.4% | -40.0% |
| 5Y | -69.0% | +47.2% | -116.3% | -81.7% |
| All | -53.5% | +47.2% | -100.8% | -72.4% |
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