+152.3%
W vs MDY
+175.0%
-22.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.7% | -0.9% |
| 7D | +0.5% | -2.5% | +3.0% | +5.3% |
| 30D | -5.6% | -5.0% | -0.5% | +3.8% |
| 3M | +41.9% | +0.5% | +41.5% | +43.0% |
| 6M | +30.2% | +8.0% | +22.2% | +16.3% |
| YTD | -2.9% | +12.2% | -15.1% | -18.8% |
| 1Y | +11.6% | +14.0% | -2.4% | -9.4% |
| 3Y | +37.0% | +48.2% | -11.2% | -18.8% |
| 5Y | -62.8% | +46.1% | -108.9% | -73.5% |
| All | +152.3% | +175.0% | -22.6% | -26.5% |
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