+791.3%
T vs MDY
+2,594.0%
-1,802.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.5% | +2.3% | +0.3% | +1.3% |
| 30D | -3.8% | +2.0% | -5.8% | -4.9% |
| 3M | -8.7% | -5.6% | -3.1% | -6.2% |
| 6M | -8.1% | +1.3% | -9.4% | -9.2% |
| YTD | -6.4% | +12.3% | -18.8% | -13.0% |
| 1Y | -9.8% | +15.8% | -25.5% | -17.6% |
| 3Y | +65.5% | +56.5% | +9.0% | +24.7% |
| 5Y | +57.0% | +35.1% | +21.8% | +26.0% |
| 10Y | +60.8% | +167.4% | -106.6% | -14.6% |
| All | +791.3% | +2,594.0% | -1,802.7% | +33.6% |
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