+64.4%
UL vs MDY
+177.2%
-112.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.3% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | +0.5% | -4.6% | +5.1% | +2.2% |
| 3M | +7.2% | -1.2% | +8.5% | +7.6% |
| 6M | -3.1% | +9.2% | -12.3% | -6.4% |
| YTD | -2.7% | +13.1% | -15.8% | -7.3% |
| 1Y | -10.2% | +13.0% | -23.2% | -14.6% |
| 3Y | +20.3% | +49.2% | -29.0% | +0.8% |
| 5Y | +19.9% | +47.2% | -27.3% | -0.2% |
| All | +64.4% | +177.2% | -112.8% | +1.5% |
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