+196.7%
W vs MDY
+218.3%
-21.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | +0.2% | +2.3% | -2.1% | -3.6% |
| 30D | +6.8% | +2.0% | +4.8% | +3.7% |
| 3M | +10.7% | -5.6% | +16.3% | +23.0% |
| 6M | +86.3% | +1.3% | +85.1% | +87.3% |
| YTD | +11.5% | +12.3% | -0.9% | -5.8% |
| 1Y | +5.1% | +15.8% | -10.7% | -15.7% |
| 3Y | +171.0% | +56.5% | +114.5% | +51.1% |
| 5Y | -56.6% | +35.1% | -91.8% | -64.8% |
| 10Y | +213.4% | +167.4% | +46.0% | +5.6% |
| All | +196.7% | +218.3% | -21.6% | -20.6% |
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