+755.0%
SW vs MDY
+444.3%
+310.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | -4.6% | -1.5% | -3.1% | -4.2% |
| 3M | +9.4% | +0.8% | +8.6% | +9.4% |
| 6M | +3.5% | +7.4% | -3.9% | +2.0% |
| YTD | +22.0% | +15.2% | +6.8% | +18.2% |
| 1Y | +2.2% | +16.5% | -14.3% | -1.2% |
| 3Y | +19.6% | +46.8% | -27.2% | +10.7% |
| 5Y | -2.3% | +46.0% | -48.4% | -10.0% |
| 10Y | +181.4% | +172.1% | +9.3% | +136.9% |
| All | +755.0% | +444.3% | +310.7% | +671.2% |
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