-75.5%
SMR vs MDY
+14.6%
-90.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -18.1% |
| 7D | -11.2% | -1.9% | -9.4% | -6.6% |
| 30D | -10.2% | -4.6% | -5.6% | +3.3% |
| 3M | -10.0% | -1.2% | -8.8% | -6.5% |
| 6M | -30.5% | +9.2% | -39.7% | -44.4% |
| YTD | -39.2% | +13.1% | -52.3% | -55.0% |
| 1Y | -75.5% | +13.0% | -88.5% | -82.7% |
| All | -75.5% | +14.6% | -90.1% | -82.7% |
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