+414.4%
SPYG vs MDY
+177.2%
+237.2%
-32.7%
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 | -0.9% | -1.9% | +1.0% | +0.6% |
| 30D | -1.5% | -4.6% | +3.1% | +2.3% |
| 3M | +3.7% | -1.2% | +5.0% | +4.8% |
| 6M | +16.4% | +9.2% | +7.2% | +8.6% |
| YTD | +13.3% | +13.1% | +0.3% | +2.8% |
| 1Y | +17.9% | +13.0% | +4.9% | +6.8% |
| 3Y | +98.3% | +49.2% | +49.1% | +43.2% |
| 5Y | +86.4% | +47.2% | +39.2% | +36.0% |
| All | +414.4% | +177.2% | +237.2% | +137.3% |
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 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