+1,397.5%
SM vs MDY
+2,644.5%
-1,247.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +4.5% |
| 7D | -0.2% | +1.0% | -1.2% | -1.5% |
| 30D | +31.5% | -3.1% | +34.6% | +36.6% |
| 3M | +17.3% | +1.8% | +15.5% | +12.7% |
| 6M | +48.5% | +10.8% | +37.7% | +24.8% |
| YTD | +106.3% | +14.4% | +91.8% | +65.7% |
| 1Y | +47.3% | +15.2% | +32.1% | +17.0% |
| 3Y | -1.4% | +51.2% | -52.6% | -43.7% |
| 5Y | +114.0% | +47.2% | +66.8% | +29.8% |
| 10Y | +12.5% | +171.1% | -158.6% | -52.8% |
| All | +1,397.5% | +2,644.5% | -1,247.0% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling