-48.5%
TE vs MDY
+43.9%
-92.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -4.9% |
| 7D | +0.9% | -2.5% | +3.4% | +6.1% |
| 30D | -16.3% | -5.0% | -11.2% | -7.0% |
| 3M | -40.8% | +0.5% | -41.2% | -39.9% |
| 6M | -42.6% | +8.0% | -50.6% | -48.6% |
| YTD | -31.4% | +12.2% | -43.6% | -42.4% |
| 1Y | +144.9% | +14.0% | +130.9% | +99.4% |
| 3Y | -26.0% | +48.2% | -74.2% | -56.5% |
| 5Y | -48.5% | +46.1% | -94.5% | -66.7% |
| All | -48.5% | +43.9% | -92.4% | -66.7% |
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