+533.2%
XYZ vs MDY
+201.2%
+332.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.9% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.7% | -1.5% | -0.2% | +0.6% |
| 3M | +16.7% | +0.8% | +16.0% | +15.5% |
| 6M | +26.9% | +7.4% | +19.4% | +14.0% |
| YTD | +27.1% | +15.2% | +12.0% | +3.1% |
| 1Y | +9.3% | +16.5% | -7.3% | -12.9% |
| 3Y | +42.3% | +46.8% | -4.5% | -17.2% |
| 5Y | -69.3% | +46.0% | -115.4% | -79.7% |
| 10Y | +586.8% | +172.1% | +414.7% | +130.5% |
| All | +533.2% | +201.2% | +332.0% | +77.3% |
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