+28.1%
USFR vs MDY
+177.2%
-149.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +0.1% | -1.9% | +2.0% | +0.1% |
| 30D | +0.4% | -4.6% | +5.0% | +0.4% |
| 3M | +1.0% | -1.2% | +2.3% | +1.0% |
| 6M | +2.0% | +9.2% | -7.2% | +2.0% |
| YTD | +2.8% | +13.1% | -10.3% | +2.7% |
| 1Y | +4.1% | +13.0% | -8.9% | +4.1% |
| 3Y | +14.1% | +49.2% | -35.1% | +14.1% |
| 5Y | +20.6% | +47.2% | -26.7% | +20.5% |
| All | +28.1% | +177.2% | -149.0% | +27.8% |
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 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