+150.5%
SPMO vs MDY
+46.3%
+104.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | -0.9% | -1.9% | +0.9% | +0.5% |
| 30D | -1.9% | -4.6% | +2.7% | +1.9% |
| 3M | -1.4% | -1.2% | -0.1% | -0.1% |
| 6M | +25.5% | +9.2% | +16.3% | +18.0% |
| YTD | +24.8% | +13.1% | +11.8% | +14.2% |
| 1Y | +24.5% | +13.0% | +11.5% | +13.9% |
| 3Y | +157.1% | +49.2% | +107.9% | +91.1% |
| All | +150.5% | +46.3% | +104.2% | +86.7% |
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