+181.5%
TER vs MDY
+58.3%
+123.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.4% |
| 7D | -8.9% | 0.0% | -8.9% | -7.8% |
| 30D | -39.1% | +1.0% | -40.0% | -39.4% |
| 3M | -32.8% | -4.1% | -28.6% | -25.8% |
| 6M | -31.7% | +0.6% | -32.4% | -29.2% |
| YTD | +26.9% | +12.9% | +14.0% | +12.2% |
| 1Y | +33.6% | +14.6% | +19.0% | +15.8% |
| 3Y | +181.5% | +57.1% | +124.4% | +60.3% |
| All | +181.5% | +58.3% | +123.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling