+11.1%
SMR vs MDY
+50.0%
-38.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.7% | +15.9% | +16.3% |
| 7D | +21.4% | +1.0% | +20.4% | +19.2% |
| 30D | +13.8% | -3.1% | +17.0% | +20.1% |
| 3M | +3.9% | +1.8% | +2.1% | +1.6% |
| 6M | -4.2% | +10.8% | -15.0% | -16.1% |
| YTD | -21.1% | +14.4% | -35.5% | -33.0% |
| 1Y | -67.1% | +15.2% | -82.3% | -72.0% |
| 3Y | +88.9% | +51.2% | +37.7% | +28.3% |
| All | +11.1% | +50.0% | -38.9% | -28.2% |
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 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