+1.5%
SMR vs MDY
+47.0%
-45.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.0% |
| 7D | +4.7% | -2.5% | +7.2% | +9.2% |
| 30D | +3.2% | -5.0% | +8.3% | +12.6% |
| 3M | +9.9% | +0.5% | +9.4% | +10.1% |
| 6M | -15.1% | +8.0% | -23.1% | -22.5% |
| YTD | -27.9% | +12.2% | -40.1% | -36.7% |
| 1Y | -70.2% | +14.0% | -84.2% | -74.1% |
| 3Y | +72.5% | +48.2% | +24.3% | +21.3% |
| All | +1.5% | +47.0% | -45.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling