+1,199.6%
SM vs MDY
+2,597.3%
-1,397.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +6.7% |
| 7D | +10.6% | +3.0% | +7.6% | +6.1% |
| 30D | -15.0% | +0.8% | -15.8% | -16.5% |
| 3M | +1.7% | -5.1% | +6.8% | +7.4% |
| 6M | +5.9% | +1.2% | +4.7% | +1.3% |
| YTD | +79.0% | +12.5% | +66.5% | +45.5% |
| 1Y | +84.7% | +13.8% | +70.9% | +47.6% |
| 3Y | -3.5% | +56.4% | -59.9% | -47.5% |
| 5Y | +4.9% | +35.3% | -30.4% | -30.2% |
| 10Y | +17.7% | +167.7% | -150.1% | -50.4% |
| All | +1,199.6% | +2,597.3% | -1,397.7% | +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