+3,561.5%
USB vs MDY
+2,662.7%
+898.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.3% | -1.5% | +0.2% | +0.1% |
| 3M | +15.2% | +0.8% | +14.5% | +14.2% |
| 6M | +18.8% | +7.4% | +11.4% | +10.7% |
| YTD | +21.0% | +15.2% | +5.8% | +5.5% |
| 1Y | +34.0% | +16.5% | +17.5% | +15.5% |
| 3Y | +95.3% | +46.8% | +48.5% | +37.1% |
| 5Y | +40.4% | +46.0% | -5.7% | -1.1% |
| 10Y | +107.3% | +172.1% | -64.7% | -15.9% |
| All | +3,561.5% | +2,662.7% | +898.8% | +181.7% |
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