-71.5%
S vs MDY
+47.1%
-118.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.3% |
| 7D | -5.8% | +1.0% | -6.8% | -7.3% |
| 30D | -9.2% | -3.1% | -6.1% | -4.9% |
| 3M | +23.4% | +1.8% | +21.5% | +19.9% |
| 6M | +36.9% | +10.8% | +26.1% | +16.4% |
| YTD | +29.5% | +14.4% | +15.1% | +4.3% |
| 1Y | +5.4% | +15.2% | -9.8% | -16.0% |
| 3Y | +14.7% | +51.2% | -36.5% | -41.0% |
| 5Y | -71.5% | +47.2% | -118.8% | -83.9% |
| All | -71.5% | +47.1% | -118.7% | -83.9% |
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 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