-62.4%
W vs MDY
+47.4%
-109.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +2.2% |
| 7D | +6.5% | +1.0% | +5.5% | +3.8% |
| 30D | -6.2% | -3.1% | -3.1% | +1.4% |
| 3M | +48.9% | +1.8% | +47.0% | +45.2% |
| 6M | +31.2% | +10.8% | +20.4% | +4.9% |
| YTD | -0.4% | +14.4% | -14.9% | -26.5% |
| 1Y | +14.8% | +15.2% | -0.4% | -17.0% |
| 3Y | +40.5% | +51.2% | -10.7% | -40.8% |
| All | -62.4% | +47.4% | -109.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling