+561.6%
SPYG vs MDY
+834.6%
-272.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | 0.0% |
| 7D | +1.2% | +1.0% | +0.2% | +0.4% |
| 30D | -1.6% | -3.1% | +1.6% | +1.0% |
| 3M | +3.4% | +1.8% | +1.5% | +1.9% |
| 6M | +18.9% | +10.8% | +8.1% | +9.7% |
| YTD | +13.8% | +14.4% | -0.6% | +2.2% |
| 1Y | +20.6% | +15.2% | +5.4% | +7.5% |
| 3Y | +100.5% | +51.2% | +49.3% | +43.0% |
| 5Y | +84.6% | +47.2% | +37.4% | +34.8% |
| 10Y | +410.8% | +171.1% | +239.7% | +122.5% |
| All | +561.6% | +834.6% | -272.9% | -8.7% |
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