+357.0%
TPR vs MDY
+165.7%
+191.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +1.1% |
| 7D | -1.1% | +3.0% | -4.2% | -5.2% |
| 30D | +15.1% | +0.8% | +14.3% | +13.2% |
| 3M | -13.4% | -5.1% | -8.3% | -7.8% |
| 6M | +1.4% | +1.2% | +0.2% | -1.4% |
| YTD | +4.8% | +12.5% | -7.7% | -11.3% |
| 1Y | +29.2% | +13.8% | +15.4% | +7.6% |
| 3Y | +403.7% | +56.4% | +347.2% | +169.9% |
| 5Y | +230.8% | +35.3% | +195.5% | +121.2% |
| All | +357.0% | +165.7% | +191.3% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling