+580.0%
XYZ vs MDY
+170.4%
+409.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.6% | -2.2% |
| 7D | +2.9% | +1.0% | +1.8% | +1.3% |
| 30D | +1.4% | -3.1% | +4.5% | +6.6% |
| 3M | +14.6% | +1.8% | +12.7% | +11.5% |
| 6M | +20.8% | +10.8% | +10.0% | +3.5% |
| YTD | +23.1% | +14.4% | +8.6% | +0.4% |
| 1Y | +5.6% | +15.2% | -9.6% | -14.7% |
| 3Y | +50.9% | +51.2% | -0.3% | -17.1% |
| 5Y | -68.6% | +47.2% | -115.8% | -79.7% |
| 10Y | +580.0% | +171.1% | +408.9% | +134.7% |
| All | +580.0% | +170.4% | +409.6% | +134.7% |
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 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