+576.6%
SPMO vs MDY
+199.2%
+377.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.0% |
| 7D | +3.4% | +1.0% | +2.4% | +2.6% |
| 30D | +0.5% | -3.1% | +3.7% | +2.9% |
| 3M | +1.9% | +1.8% | +0.1% | +0.9% |
| 6M | +27.8% | +10.8% | +17.0% | +19.5% |
| YTD | +26.7% | +14.4% | +12.2% | +15.7% |
| 1Y | +28.9% | +15.2% | +13.7% | +17.1% |
| 3Y | +160.7% | +51.2% | +109.5% | +96.3% |
| 5Y | +150.2% | +47.2% | +102.9% | +90.0% |
| 10Y | +517.5% | +171.1% | +346.4% | +232.9% |
| All | +576.6% | +199.2% | +377.4% | +260.1% |
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