+199.8%
TER vs MDY
+17.9%
+181.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.2% |
| 30D | -8.3% | -1.5% | -6.8% | -3.8% |
| 3M | -12.2% | +0.8% | -13.0% | -11.2% |
| 6M | +17.0% | +7.4% | +9.6% | +3.6% |
| YTD | +84.6% | +15.2% | +69.4% | +44.5% |
| 1Y | +199.8% | +16.5% | +183.3% | +133.2% |
| All | +199.8% | +17.9% | +181.9% | +133.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling