-22.7%
U vs MDY
+109.3%
-132.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.5% |
| 7D | +2.6% | +2.3% | +0.3% | -1.7% |
| 30D | +27.6% | +2.0% | +25.6% | +21.4% |
| 3M | +15.3% | -5.6% | +21.0% | +26.4% |
| 6M | +96.4% | +1.3% | +95.1% | +89.0% |
| YTD | +19.6% | +12.3% | +7.2% | -4.7% |
| 1Y | +42.1% | +15.8% | +26.3% | +7.0% |
| 3Y | +87.5% | +56.5% | +31.0% | -15.9% |
| 5Y | -73.1% | +35.1% | -108.3% | -84.1% |
| All | -22.7% | +109.3% | -132.0% | -64.4% |
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