+112.2%
SM vs MDY
+45.8%
+66.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.6% | +1.8% |
| 7D | -0.2% | -0.8% | +0.5% | +0.6% |
| 30D | +20.3% | -3.9% | +24.2% | +25.6% |
| 3M | +22.9% | 0.0% | +23.0% | +21.1% |
| 6M | +47.8% | +8.5% | +39.3% | +28.2% |
| YTD | +107.5% | +13.2% | +94.2% | +69.5% |
| 1Y | +51.7% | +15.0% | +36.7% | +21.0% |
| 3Y | -0.9% | +49.6% | -50.4% | -43.0% |
| 5Y | +112.2% | +46.0% | +66.2% | +38.4% |
| All | +112.2% | +45.8% | +66.4% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling