+5.1%
W vs MDY
+14.2%
-9.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.7% |
| 7D | +0.2% | +2.3% | -2.1% | -4.7% |
| 30D | +6.8% | +2.0% | +4.8% | +2.7% |
| 3M | +10.7% | -5.6% | +16.3% | +27.3% |
| 6M | +86.3% | +1.3% | +85.1% | +87.4% |
| YTD | +11.5% | +12.3% | -0.9% | -6.4% |
| 1Y | +5.1% | +15.8% | -10.7% | -16.4% |
| All | +5.1% | +14.2% | -9.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling