+47.5%
TDY vs MDY
+48.5%
-0.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.6% |
| 7D | -1.1% | -1.9% | +0.7% | +0.4% |
| 30D | -12.0% | -4.6% | -7.4% | -8.6% |
| 3M | -3.2% | -1.2% | -2.0% | -2.1% |
| 6M | -7.9% | +9.2% | -17.1% | -13.7% |
| YTD | +18.2% | +13.1% | +5.2% | +8.1% |
| 1Y | +6.7% | +13.0% | -6.3% | -2.4% |
| 3Y | +47.5% | +49.2% | -1.7% | +9.2% |
| All | +47.5% | +48.5% | -0.9% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling