+52.3%
SO vs MDY
+57.0%
-4.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -0.9% | +3.0% | -4.0% | -1.1% |
| 30D | +4.9% | +0.8% | +4.1% | +4.9% |
| 3M | +0.8% | -5.1% | +5.9% | +1.1% |
| 6M | +0.6% | +1.2% | -0.6% | +0.4% |
| YTD | +8.7% | +12.5% | -3.8% | +7.4% |
| 1Y | +4.0% | +13.8% | -9.8% | +2.7% |
| All | +52.3% | +57.0% | -4.7% | +37.3% |
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