+621.5%
XYZ vs MDY
+173.8%
+447.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -1.0% |
| 7D | -2.2% | +0.2% | -2.4% | -2.5% |
| 30D | +11.6% | +2.1% | +9.4% | +8.1% |
| 3M | +8.4% | -3.6% | +12.0% | +15.0% |
| 6M | +17.2% | +1.7% | +15.5% | +14.3% |
| YTD | +31.7% | +13.8% | +17.9% | +8.2% |
| 1Y | +30.1% | +15.5% | +14.5% | +4.4% |
| 3Y | +66.4% | +58.3% | +8.1% | -15.8% |
| 5Y | -62.2% | +37.4% | -99.6% | -73.4% |
| 10Y | +621.5% | +171.0% | +450.6% | +123.9% |
| All | +621.5% | +173.8% | +447.7% | +123.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling