+480.2%
V vs MDY
+166.8%
+313.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | +9.9% | +1.0% | +9.0% | +9.1% |
| 3M | +17.5% | -4.1% | +21.6% | +21.1% |
| 6M | +33.5% | +0.6% | +32.8% | +32.0% |
| YTD | +21.6% | +12.9% | +8.6% | +9.3% |
| 1Y | +27.6% | +14.6% | +13.0% | +13.3% |
| 3Y | +76.4% | +57.1% | +19.3% | +18.6% |
| 5Y | +103.8% | +37.1% | +66.7% | +52.0% |
| All | +480.2% | +166.8% | +313.5% | +132.9% |
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