+252.8%
SPOT vs MDY
+124.1%
+128.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -3.1% | -1.9% | -1.2% | -1.7% |
| 30D | +7.4% | -4.6% | +12.0% | +11.2% |
| 3M | +8.2% | -1.2% | +9.4% | +8.8% |
| 6M | +2.2% | +9.2% | -7.0% | -5.3% |
| YTD | -9.5% | +13.1% | -22.5% | -18.6% |
| 1Y | -23.8% | +13.0% | -36.8% | -31.7% |
| 3Y | +233.5% | +49.2% | +184.3% | +135.5% |
| 5Y | +112.2% | +47.2% | +65.0% | +54.5% |
| All | +252.8% | +124.1% | +128.7% | +120.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling