+1,302.5%
UL vs MDY
+2,662.7%
-1,360.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.3% | +0.1% | -1.5% | -1.4% |
| 30D | +0.5% | -1.5% | +2.0% | +1.1% |
| 3M | +17.6% | +0.8% | +16.8% | +16.9% |
| 6M | -5.4% | +7.4% | -12.8% | -8.7% |
| YTD | +0.7% | +15.2% | -14.5% | -6.1% |
| 1Y | -9.3% | +16.5% | -25.8% | -16.0% |
| 3Y | +24.5% | +46.8% | -22.3% | +1.4% |
| 5Y | +23.2% | +46.0% | -22.8% | -0.9% |
| 10Y | +64.5% | +172.1% | -107.6% | -6.7% |
| All | +1,302.5% | +2,662.7% | -1,360.2% | +155.4% |
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 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