+554.0%
XYZ vs MDY
+187.2%
+366.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +0.8% |
| 7D | +12.1% | -1.7% | +13.8% | +15.0% |
| 30D | +12.4% | -0.9% | +13.3% | +14.0% |
| 3M | +8.2% | -5.7% | +13.9% | +18.4% |
| 6M | +20.7% | -2.9% | +23.6% | +26.3% |
| YTD | +31.3% | +9.8% | +21.5% | +14.4% |
| 1Y | +20.5% | +13.5% | +7.0% | -0.2% |
| 3Y | +72.6% | +51.9% | +20.7% | -5.1% |
| 5Y | -64.0% | +32.0% | -96.0% | -72.8% |
| 10Y | +601.8% | +176.5% | +425.3% | +138.7% |
| All | +554.0% | +187.2% | +366.8% | +96.7% |
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 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