+311.2%
SPY vs MDY
+175.0%
+136.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.1% |
| 7D | -2.0% | -2.5% | +0.5% | -0.1% |
| 30D | -1.7% | -5.0% | +3.4% | +2.3% |
| 3M | +4.7% | +0.5% | +4.3% | +4.3% |
| 6M | +12.5% | +8.0% | +4.5% | +5.9% |
| YTD | +11.7% | +12.2% | -0.4% | +2.1% |
| 1Y | +17.5% | +14.0% | +3.5% | +5.9% |
| 3Y | +76.6% | +48.2% | +28.4% | +28.8% |
| 5Y | +82.0% | +46.1% | +36.0% | +33.4% |
| All | +311.2% | +175.0% | +136.3% | +87.6% |
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