+28.3%
XLB vs MDY
+35.5%
-7.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -2.4% |
| 30D | +5.3% | +0.8% | +4.5% | +4.5% |
| 3M | 0.0% | -5.1% | +5.1% | +4.3% |
| 6M | +1.2% | +1.2% | +0.1% | +0.2% |
| YTD | +16.9% | +12.5% | +4.4% | +6.0% |
| 1Y | +20.9% | +13.8% | +7.1% | +8.6% |
| 3Y | +43.3% | +56.4% | -13.1% | -2.5% |
| 5Y | +28.3% | +35.3% | -7.0% | -4.5% |
| All | +28.3% | +35.5% | -7.2% | -4.5% |
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