+20.9%
UL vs MDY
+45.3%
-24.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -3.2% | -0.8% | -2.5% | -3.0% |
| 30D | -0.6% | -3.9% | +3.3% | +0.5% |
| 3M | +9.4% | 0.0% | +9.5% | +9.3% |
| 6M | -4.1% | +8.5% | -12.7% | -6.5% |
| YTD | -2.0% | +13.2% | -15.2% | -5.6% |
| 1Y | -9.0% | +15.0% | -24.0% | -12.9% |
| 3Y | +21.8% | +49.6% | -27.8% | +4.6% |
| All | +20.9% | +45.3% | -24.5% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling