+230.9%
SPOT vs MDY
+47.3%
+183.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -6.9% | -2.5% | -4.3% | -5.6% |
| 30D | +4.1% | -5.0% | +9.2% | +6.9% |
| 3M | +3.7% | +0.5% | +3.2% | +2.9% |
| 6M | -1.6% | +8.0% | -9.6% | -6.5% |
| YTD | -10.2% | +12.2% | -22.3% | -16.9% |
| 1Y | -25.9% | +14.0% | -39.9% | -32.3% |
| All | +230.9% | +47.3% | +183.6% | +155.3% |
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