+1,198.0%
SM vs MDY
+2,594.0%
-1,396.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +9.4% | +2.3% | +7.1% | +6.0% |
| 30D | -14.4% | +2.0% | -16.4% | -17.2% |
| 3M | +1.6% | -5.6% | +7.2% | +8.0% |
| 6M | +6.3% | +1.3% | +5.1% | +1.6% |
| YTD | +78.8% | +12.3% | +66.5% | +45.6% |
| 1Y | +83.1% | +15.8% | +67.4% | +43.1% |
| 3Y | -5.9% | +56.5% | -62.4% | -48.8% |
| 5Y | +4.8% | +35.1% | -30.3% | -30.2% |
| 10Y | +17.5% | +167.4% | -149.9% | -50.4% |
| All | +1,198.0% | +2,594.0% | -1,396.0% | +47.6% |
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