+45.3%
SO vs MDY
+51.1%
-5.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +1.0% | +1.0% | 0.0% | +0.9% |
| 30D | -3.2% | -3.1% | -0.1% | -2.9% |
| 3M | -1.7% | +1.8% | -3.5% | -1.9% |
| 6M | -7.2% | +10.8% | -18.0% | -8.3% |
| YTD | +4.6% | +14.4% | -9.9% | +2.8% |
| 1Y | +1.2% | +15.2% | -14.0% | -0.6% |
| 3Y | +45.3% | +51.2% | -5.9% | +27.3% |
| All | +45.3% | +51.1% | -5.8% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling