-92.0%
UUUU vs MDY
+471.8%
-563.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.7% |
| 7D | +1.8% | -0.8% | +2.6% | +2.7% |
| 30D | +1.8% | -3.9% | +5.7% | +6.6% |
| 3M | +1.3% | 0.0% | +1.3% | +2.2% |
| 6M | -26.8% | +8.5% | -35.3% | -31.6% |
| YTD | +0.1% | +13.2% | -13.1% | -10.1% |
| 1Y | +11.2% | +15.0% | -3.8% | -1.8% |
| 3Y | +97.7% | +49.6% | +48.1% | +30.6% |
| 5Y | +127.3% | +46.0% | +81.3% | +66.4% |
| 10Y | +532.6% | +176.4% | +356.2% | +162.4% |
| All | -92.0% | +471.8% | -563.8% | -97.4% |
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