-1.4%
SM vs MDY
+51.1%
-52.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.3% |
| 7D | -0.2% | +1.0% | -1.2% | -1.2% |
| 30D | +31.5% | -3.1% | +34.6% | +35.4% |
| 3M | +17.3% | +1.8% | +15.5% | +13.6% |
| 6M | +48.5% | +10.8% | +37.7% | +27.5% |
| YTD | +106.3% | +14.4% | +91.8% | +68.7% |
| 1Y | +47.3% | +15.2% | +32.1% | +19.1% |
| 3Y | -1.4% | +51.2% | -52.6% | -38.2% |
| All | -1.4% | +51.1% | -52.5% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling