+363.5%
SE vs MDY
+125.4%
+238.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -3.1% |
| 30D | -20.9% | +2.0% | -22.9% | -22.7% |
| 3M | -38.9% | -5.6% | -33.3% | -34.8% |
| 6M | -19.4% | +1.3% | -20.7% | -21.1% |
| YTD | -40.9% | +12.3% | -53.3% | -48.6% |
| 1Y | -46.2% | +15.8% | -62.0% | -54.9% |
| 3Y | +63.7% | +56.5% | +7.2% | -5.4% |
| 5Y | -77.9% | +35.1% | -113.1% | -83.8% |
| All | +363.5% | +125.4% | +238.1% | +117.4% |
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