+68.3%
T vs MDY
+43.9%
+24.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | -2.4% | -2.5% | +0.1% | -1.8% |
| 30D | +4.3% | -5.0% | +9.3% | +5.6% |
| 3M | +11.6% | +0.5% | +11.1% | +11.3% |
| 6M | -5.6% | +8.0% | -13.6% | -7.7% |
| YTD | +6.6% | +12.2% | -5.6% | +2.8% |
| 1Y | -8.4% | +14.0% | -22.4% | -12.1% |
| 3Y | +107.8% | +48.2% | +59.7% | +77.5% |
| 5Y | +68.3% | +46.1% | +22.2% | +37.9% |
| All | +68.3% | +43.9% | +24.3% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling