+198.3%
W vs MDY
+220.0%
-21.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.4% |
| 30D | +6.4% | +1.0% | +5.5% | +5.2% |
| 3M | +9.0% | -4.1% | +13.1% | +17.7% |
| 6M | +69.8% | +0.6% | +69.2% | +72.6% |
| YTD | +12.1% | +12.9% | -0.9% | -6.2% |
| 1Y | 0.0% | +14.6% | -14.6% | -18.3% |
| 3Y | +160.3% | +57.1% | +103.3% | +44.1% |
| 5Y | -53.3% | +37.1% | -90.4% | -62.8% |
| 10Y | +217.0% | +171.5% | +45.5% | +4.7% |
| All | +198.3% | +220.0% | -21.7% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling