+88.0%
UUUU vs MDY
+45.1%
+42.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -4.9% |
| 7D | -5.0% | -2.5% | -2.5% | -1.1% |
| 30D | -7.8% | -5.0% | -2.7% | +0.3% |
| 3M | -0.4% | +0.5% | -0.9% | +0.1% |
| 6M | -32.9% | +8.0% | -40.9% | -38.5% |
| YTD | -6.3% | +12.2% | -18.4% | -18.1% |
| 1Y | +7.9% | +14.0% | -6.1% | -8.1% |
| 3Y | +85.2% | +48.2% | +37.0% | +0.5% |
| All | +88.0% | +45.1% | +42.9% | +14.9% |
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 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