+256.1%
TPR vs MDY
+31.3%
+224.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.8% |
| 7D | +14.2% | -1.7% | +15.9% | +16.0% |
| 30D | +17.1% | -0.9% | +18.0% | +17.9% |
| 3M | -17.7% | -5.7% | -12.0% | -12.1% |
| 6M | -10.2% | -2.9% | -7.3% | -7.6% |
| YTD | +4.9% | +9.8% | -4.9% | -7.2% |
| 1Y | +36.1% | +13.5% | +22.6% | +15.6% |
| 3Y | +416.5% | +51.9% | +364.5% | +201.9% |
| All | +256.1% | +31.3% | +224.8% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling