+11.9%
U vs MDY
+48.7%
-36.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +1.3% |
| 7D | +4.4% | -0.8% | +5.1% | +5.7% |
| 30D | -1.3% | -3.9% | +2.6% | +5.3% |
| 3M | +49.6% | 0.0% | +49.6% | +49.4% |
| 6M | +100.2% | +8.5% | +91.6% | +71.9% |
| YTD | -3.7% | +13.2% | -16.9% | -22.6% |
| 1Y | -6.5% | +15.0% | -21.5% | -26.5% |
| All | +11.9% | +48.7% | -36.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling