+19.3%
TPR vs MDY
+17.5%
+1.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +2.8% |
| 7D | +12.6% | +1.7% | +11.0% | +10.4% |
| 30D | +7.1% | +1.2% | +6.0% | +5.7% |
| 3M | -19.4% | -3.5% | -15.9% | -16.0% |
| 6M | -9.7% | +3.5% | -13.3% | -14.7% |
| YTD | -1.0% | +13.6% | -14.6% | -17.0% |
| 1Y | +19.3% | +17.1% | +2.2% | -4.7% |
| All | +19.3% | +17.5% | +1.8% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling