-39.0%
U vs MDY
+114.6%
-153.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.2% |
| 7D | -3.8% | +0.1% | -4.0% | -4.0% |
| 30D | +17.5% | -1.5% | +18.9% | +20.5% |
| 3M | +38.7% | +0.8% | +38.0% | +36.6% |
| 6M | +104.4% | +7.4% | +97.0% | +77.7% |
| YTD | -5.7% | +15.2% | -20.9% | -27.3% |
| 1Y | +3.7% | +16.5% | -12.9% | -21.3% |
| 3Y | +12.3% | +46.8% | -34.5% | -42.3% |
| 5Y | -68.8% | +46.0% | -114.9% | -82.7% |
| All | -39.0% | +114.6% | -153.7% | -72.9% |
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