-47.8%
S vs MDY
+46.3%
-94.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | +2.0% | +2.3% | -0.3% | -0.9% |
| 30D | -2.7% | +2.0% | -4.7% | -4.9% |
| 3M | -6.9% | -5.6% | -1.2% | +1.4% |
| 6M | +38.1% | +1.3% | +36.8% | +35.5% |
| YTD | +48.0% | +12.3% | +35.7% | +23.4% |
| 1Y | +34.5% | +15.8% | +18.7% | +7.0% |
| 3Y | +38.3% | +56.5% | -18.2% | -31.2% |
| 5Y | -70.9% | +35.1% | -106.0% | -81.6% |
| All | -47.8% | +46.3% | -94.0% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling