-48.5%
TE vs MDY
+98.1%
-146.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.7% | +10.7% | +10.7% |
| 7D | +18.2% | +1.0% | +17.2% | +16.9% |
| 30D | -13.5% | -3.1% | -10.4% | -10.5% |
| 3M | -44.6% | +1.8% | -46.4% | -44.9% |
| 6M | -24.7% | +10.8% | -35.5% | -30.3% |
| YTD | -24.3% | +14.4% | -38.7% | -31.6% |
| 1Y | +155.6% | +15.2% | +140.4% | +130.2% |
| 3Y | -18.3% | +51.2% | -69.4% | -35.1% |
| 5Y | -41.3% | +47.2% | -88.5% | -52.7% |
| All | -48.5% | +98.1% | -146.6% | -59.1% |
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