-53.1%
TEAM vs MDY
+45.8%
-98.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +2.2% |
| 7D | -4.7% | -0.8% | -3.9% | -3.6% |
| 30D | +17.0% | -3.9% | +20.9% | +23.3% |
| 3M | +85.9% | 0.0% | +86.0% | +85.3% |
| 6M | +116.7% | +8.5% | +108.1% | +89.7% |
| YTD | +9.6% | +13.2% | -3.6% | -10.8% |
| 1Y | -2.5% | +15.0% | -17.6% | -22.9% |
| 3Y | -14.0% | +49.6% | -63.5% | -55.4% |
| 5Y | -53.1% | +46.0% | -99.1% | -72.9% |
| All | -53.1% | +45.8% | -98.9% | -72.9% |
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