-48.8%
SE vs MDY
+17.5%
-66.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.0% |
| 7D | +6.7% | +1.7% | +5.0% | +5.3% |
| 30D | -17.2% | +1.2% | -18.4% | -17.9% |
| 3M | -28.0% | -3.5% | -24.6% | -25.9% |
| 6M | -6.1% | +3.5% | -9.6% | -9.8% |
| YTD | -37.1% | +13.6% | -50.7% | -44.5% |
| 1Y | -48.8% | +17.1% | -65.8% | -56.0% |
| All | -48.8% | +17.5% | -66.3% | -56.0% |
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