+823.3%
SPYM vs MDY
+574.0%
+249.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +0.6% | +1.0% | -0.5% | -0.1% |
| 30D | -0.9% | -3.1% | +2.2% | +1.3% |
| 3M | +3.9% | +1.8% | +2.1% | +2.6% |
| 6M | +14.5% | +10.8% | +3.8% | +6.6% |
| YTD | +13.0% | +14.4% | -1.4% | +2.8% |
| 1Y | +19.4% | +15.2% | +4.2% | +8.0% |
| 3Y | +78.9% | +51.2% | +27.7% | +33.2% |
| 5Y | +82.3% | +47.2% | +35.1% | +37.9% |
| 10Y | +314.7% | +171.1% | +143.6% | +106.1% |
| All | +823.3% | +574.0% | +249.3% | +162.3% |
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 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