+2,218.2%
TER vs MDY
+2,597.3%
-379.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | +1.0% |
| 7D | +24.0% | +3.0% | +20.9% | +19.1% |
| 30D | -30.6% | +0.8% | -31.5% | -30.6% |
| 3M | -34.5% | -5.1% | -29.3% | -28.0% |
| 6M | -26.4% | +1.2% | -27.5% | -24.6% |
| YTD | +36.4% | +12.5% | +24.0% | +23.1% |
| 1Y | +47.4% | +13.8% | +33.7% | +31.3% |
| 3Y | +202.6% | +56.4% | +146.1% | +75.3% |
| 5Y | +83.9% | +35.3% | +48.6% | +35.0% |
| 10Y | +1,068.0% | +167.7% | +900.2% | +201.5% |
| All | +2,218.2% | +2,597.3% | -379.2% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling