+172.0%
XHB vs MDY
+526.4%
-354.4%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -1.7% |
| 7D | +0.2% | +1.0% | -0.8% | -1.0% |
| 30D | -9.1% | -3.1% | -5.9% | -5.7% |
| 3M | -2.3% | +1.8% | -4.2% | -4.0% |
| 6M | -4.1% | +10.8% | -14.9% | -14.2% |
| YTD | -1.7% | +14.4% | -16.1% | -15.2% |
| 1Y | -15.1% | +15.2% | -30.3% | -27.3% |
| 3Y | +26.8% | +51.2% | -24.4% | -20.0% |
| 5Y | +37.3% | +47.2% | -9.9% | -9.9% |
| 10Y | +205.7% | +171.1% | +34.6% | -2.4% |
| All | +172.0% | +526.4% | -354.4% | -62.0% |
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 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