+27.5%
SOLS vs MDY
+15.3%
+12.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -1.3% |
| 7D | -3.5% | -1.9% | -1.6% | -0.6% |
| 30D | -1.0% | -4.6% | +3.7% | +6.5% |
| 3M | -24.1% | -1.2% | -22.9% | -22.5% |
| 6M | -18.0% | +9.2% | -27.2% | -27.6% |
| YTD | +27.1% | +13.1% | +14.0% | +6.4% |
| All | +27.5% | +15.3% | +12.2% | +5.3% |
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 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