+228.2%
TER vs MDY
+45.8%
+182.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +4.9% |
| 7D | +12.4% | -0.8% | +13.1% | +13.6% |
| 30D | +5.1% | -3.9% | +9.0% | +12.3% |
| 3M | +4.0% | 0.0% | +4.0% | +6.0% |
| 6M | +29.5% | +8.5% | +21.0% | +19.3% |
| YTD | +98.5% | +13.2% | +85.2% | +73.9% |
| 1Y | +234.1% | +15.0% | +219.1% | +187.7% |
| 3Y | +289.0% | +49.6% | +239.5% | +136.6% |
| 5Y | +228.2% | +46.0% | +182.2% | +112.7% |
| All | +228.2% | +45.8% | +182.3% | +112.7% |
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