+11.0%
S vs MDY
+13.9%
-2.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | +0.1% | -2.5% | +2.6% | +2.1% |
| 30D | -11.8% | -5.0% | -6.7% | -8.1% |
| 3M | +33.9% | +0.5% | +33.5% | +33.5% |
| 6M | +40.1% | +8.0% | +32.1% | +30.3% |
| YTD | +32.1% | +12.2% | +19.9% | +16.6% |
| 1Y | +11.0% | +14.0% | -2.9% | -3.3% |
| All | +11.0% | +13.9% | -2.9% | -3.3% |
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