+8,433.2%
TPR vs MDY
+859.7%
+7,573.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.6% |
| 7D | +6.4% | +0.2% | +6.2% | +5.5% |
| 30D | +13.8% | +2.1% | +11.6% | +10.3% |
| 3M | -16.6% | -3.6% | -13.0% | -13.5% |
| 6M | +0.7% | +1.7% | -1.0% | -2.3% |
| YTD | +5.3% | +13.8% | -8.5% | -10.2% |
| 1Y | +32.4% | +15.5% | +16.8% | +10.8% |
| 3Y | +406.4% | +58.3% | +348.1% | +191.9% |
| 5Y | +227.9% | +37.4% | +190.5% | +129.4% |
| 10Y | +371.7% | +171.0% | +200.8% | +64.2% |
| All | +8,433.2% | +859.7% | +7,573.5% | +578.7% |
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 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