+34.6%
SM vs MDY
+17.9%
+16.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +0.1% | +0.1% | 0.0% | +0.2% |
| 30D | +26.3% | -1.5% | +27.8% | +25.6% |
| 3M | +8.7% | +0.8% | +7.9% | +9.4% |
| 6M | +51.7% | +7.4% | +44.3% | +56.1% |
| YTD | +99.0% | +15.2% | +83.9% | +93.2% |
| 1Y | +34.6% | +16.5% | +18.1% | +29.0% |
| All | +34.6% | +17.9% | +16.7% | +29.0% |
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