+20.6%
XHB vs MDY
+47.3%
-26.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.2% |
| 7D | -5.2% | -2.5% | -2.7% | -2.3% |
| 30D | -12.1% | -5.0% | -7.1% | -6.5% |
| 3M | -6.2% | +0.5% | -6.7% | -6.4% |
| 6M | -6.7% | +8.0% | -14.7% | -14.0% |
| YTD | -5.5% | +12.2% | -17.6% | -16.5% |
| 1Y | -15.6% | +14.0% | -29.6% | -26.9% |
| All | +20.6% | +47.3% | -26.6% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling