+254.8%
SPOT vs MDY
+126.9%
+127.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.0% |
| 7D | -2.9% | +1.0% | -3.9% | -3.6% |
| 30D | +8.3% | -3.1% | +11.4% | +10.8% |
| 3M | +5.1% | +1.8% | +3.2% | +3.0% |
| 6M | -6.5% | +10.8% | -17.3% | -14.3% |
| YTD | -9.0% | +14.4% | -23.4% | -18.9% |
| 1Y | -26.4% | +15.2% | -41.6% | -35.0% |
| 3Y | +240.0% | +51.2% | +188.8% | +137.7% |
| 5Y | +111.7% | +47.2% | +64.5% | +53.9% |
| All | +254.8% | +126.9% | +127.9% | +119.4% |
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