+743.1%
SW vs MDY
+436.8%
+306.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.6% | +3.5% | +3.9% |
| 7D | +12.1% | +1.7% | +10.4% | +11.5% |
| 30D | +6.6% | +1.2% | +5.4% | +6.2% |
| 3M | -6.0% | -3.5% | -2.5% | -5.0% |
| 6M | +21.5% | +3.5% | +17.9% | +20.7% |
| YTD | +20.3% | +13.6% | +6.7% | +17.0% |
| 1Y | +28.1% | +17.1% | +11.1% | +23.7% |
| 3Y | +51.6% | +55.6% | -4.0% | +39.1% |
| 5Y | -0.1% | +37.8% | -37.9% | -7.0% |
| 10Y | +189.7% | +185.9% | +3.8% | +143.9% |
| All | +743.1% | +436.8% | +306.3% | +663.6% |
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 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