-63.9%
XYZ vs MDY
+31.3%
-95.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +0.5% |
| 7D | +12.1% | -1.7% | +13.8% | +15.8% |
| 30D | +12.4% | -0.9% | +13.3% | +14.4% |
| 3M | +8.2% | -5.7% | +13.9% | +21.0% |
| 6M | +20.7% | -2.9% | +23.6% | +27.3% |
| YTD | +31.3% | +9.8% | +21.5% | +8.8% |
| 1Y | +20.5% | +13.5% | +7.0% | -6.7% |
| 3Y | +72.6% | +51.9% | +20.7% | -29.4% |
| All | -63.9% | +31.3% | -95.2% | -79.2% |
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