-5.8%
SM vs MDY
+57.0%
-62.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.3% |
| 7D | +10.6% | +3.0% | +7.6% | +7.3% |
| 30D | -15.0% | +0.8% | -15.8% | -16.1% |
| 3M | +1.7% | -5.1% | +6.8% | +6.3% |
| 6M | +5.9% | +1.2% | +4.7% | +2.0% |
| YTD | +79.0% | +12.5% | +66.5% | +46.5% |
| 1Y | +84.7% | +13.8% | +70.9% | +48.3% |
| All | -5.8% | +57.0% | -62.8% | -49.2% |
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