+30.0%
S vs MDY
+13.9%
+16.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -5.2% |
| 7D | +4.1% | +3.0% | +1.0% | +1.7% |
| 30D | -7.2% | +0.8% | -8.0% | -7.3% |
| 3M | 0.0% | -5.1% | +5.1% | +3.8% |
| 6M | +41.6% | +1.2% | +40.4% | +41.1% |
| YTD | +48.6% | +12.5% | +36.1% | +33.9% |
| 1Y | +30.0% | +13.8% | +16.3% | +14.9% |
| All | +30.0% | +13.9% | +16.1% | +14.9% |
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