+311.2%
TPR vs MDY
+170.4%
+140.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.1% | -2.8% |
| 7D | -3.4% | +1.0% | -4.4% | -4.7% |
| 30D | -27.3% | -3.1% | -24.2% | -24.3% |
| 3M | -16.2% | +1.8% | -18.1% | -18.6% |
| 6M | -17.9% | +10.8% | -28.7% | -28.7% |
| YTD | -7.1% | +14.4% | -21.5% | -22.7% |
| 1Y | +13.6% | +15.2% | -1.6% | -6.1% |
| 3Y | +293.7% | +51.2% | +242.6% | +122.8% |
| 5Y | +239.1% | +47.2% | +191.8% | +103.2% |
| 10Y | +311.2% | +171.1% | +140.1% | +21.4% |
| All | +311.2% | +170.4% | +140.8% | +21.4% |
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