+7,764.0%
SU vs MDY
+2,615.3%
+5,148.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.7% | +2.6% |
| 7D | +1.6% | -0.8% | +2.3% | +2.2% |
| 30D | +10.7% | -3.9% | +14.6% | +14.3% |
| 3M | +13.5% | 0.0% | +13.6% | +12.8% |
| 6M | +21.8% | +8.5% | +13.3% | +11.9% |
| YTD | +58.8% | +13.2% | +45.6% | +40.5% |
| 1Y | +72.0% | +15.0% | +57.0% | +49.6% |
| 3Y | +121.7% | +49.6% | +72.1% | +50.9% |
| 5Y | +350.4% | +46.0% | +304.4% | +209.4% |
| 10Y | +264.7% | +176.4% | +88.3% | +52.1% |
| All | +7,764.0% | +2,615.3% | +5,148.7% | +1,191.2% |
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