+20.1%
SM vs MDY
+175.0%
-154.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +2.1% |
| 7D | +2.1% | -2.5% | +4.7% | +6.5% |
| 30D | +18.1% | -5.0% | +23.2% | +28.4% |
| 3M | +17.0% | +0.5% | +16.5% | +13.5% |
| 6M | +55.4% | +8.0% | +47.4% | +27.6% |
| YTD | +108.6% | +12.2% | +96.4% | +59.0% |
| 1Y | +45.7% | +14.0% | +31.7% | +7.1% |
| 3Y | -0.3% | +48.2% | -48.5% | -55.0% |
| 5Y | +113.0% | +46.1% | +67.0% | -2.9% |
| All | +20.1% | +175.0% | -154.8% | -70.1% |
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