+4,789.7%
SITM vs MDY
+102.4%
+4,687.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +4.2% |
| 7D | +3.9% | -1.9% | +5.7% | +7.2% |
| 30D | -6.6% | -4.6% | -1.9% | +1.8% |
| 3M | -11.9% | -1.2% | -10.6% | -8.6% |
| 6M | +81.1% | +9.2% | +71.9% | +61.6% |
| YTD | +80.0% | +13.1% | +66.9% | +52.2% |
| 1Y | +145.8% | +13.0% | +132.8% | +110.3% |
| 3Y | +475.9% | +49.2% | +426.7% | +249.1% |
| 5Y | +189.2% | +47.2% | +142.0% | +101.3% |
| All | +4,789.7% | +102.4% | +4,687.3% | +2,792.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling