+3,038.0%
TER vs MDY
+2,662.7%
+375.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | -8.3% | -1.5% | -6.8% | -6.0% |
| 3M | -12.2% | +0.8% | -13.0% | -11.3% |
| 6M | +17.1% | +7.4% | +9.7% | +10.4% |
| YTD | +84.7% | +15.2% | +69.5% | +58.5% |
| 1Y | +199.9% | +16.5% | +183.4% | +154.7% |
| 3Y | +232.8% | +46.8% | +186.0% | +107.9% |
| 5Y | +198.6% | +46.0% | +152.5% | +93.2% |
| 10Y | +1,669.7% | +172.1% | +1,497.7% | +339.2% |
| All | +3,038.0% | +2,662.7% | +375.3% | -80.1% |
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 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