+995.4%
TER vs MDY
+165.3%
+830.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.2% |
| 7D | +14.4% | +2.3% | +12.1% | +11.4% |
| 30D | -30.6% | +2.0% | -32.6% | -31.7% |
| 3M | -39.2% | -5.6% | -33.6% | -33.2% |
| 6M | -31.3% | +1.3% | -32.6% | -29.8% |
| YTD | +29.1% | +12.3% | +16.7% | +18.5% |
| 1Y | +47.4% | +15.8% | +31.6% | +30.6% |
| 3Y | +191.2% | +56.5% | +134.7% | +85.3% |
| 5Y | +74.0% | +35.1% | +38.8% | +35.7% |
| All | +995.4% | +165.3% | +830.1% | +306.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling