+91.7%
USB vs MDY
+171.7%
-79.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -1.2% |
| 7D | 0.0% | -1.7% | +1.7% | +1.7% |
| 30D | +5.8% | -0.9% | +6.8% | +6.8% |
| 3M | -6.0% | -5.7% | -0.2% | -0.1% |
| 6M | +7.8% | -2.9% | +10.7% | +10.8% |
| YTD | +14.6% | +9.8% | +4.7% | +3.2% |
| 1Y | +31.8% | +13.5% | +18.3% | +14.6% |
| 3Y | +91.5% | +51.9% | +39.6% | +23.0% |
| 5Y | +22.0% | +32.0% | -10.0% | -9.0% |
| All | +91.7% | +171.7% | -79.9% | -32.9% |
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 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