-85.6%
SMR vs MDY
+17.5%
-103.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -6.3% |
| 7D | -9.5% | +1.7% | -11.2% | -14.2% |
| 30D | -33.2% | +1.2% | -34.4% | -35.4% |
| 3M | -45.9% | -3.5% | -42.5% | -39.4% |
| 6M | -57.9% | +3.5% | -61.4% | -61.5% |
| YTD | -63.8% | +13.6% | -77.4% | -74.9% |
| 1Y | -85.6% | +17.1% | -102.7% | -90.7% |
| All | -85.6% | +17.5% | -103.1% | -90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling