+172.4%
W vs MDY
+57.6%
+114.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -2.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.3% |
| 30D | +6.4% | +1.0% | +5.5% | +4.4% |
| 3M | +9.0% | -4.1% | +13.1% | +20.8% |
| 6M | +69.8% | +0.6% | +69.2% | +72.2% |
| YTD | +12.1% | +12.9% | -0.9% | -13.9% |
| 1Y | 0.0% | +14.6% | -14.6% | -26.0% |
| All | +172.4% | +57.6% | +114.8% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling