+34.0%
XLB vs MDY
+46.3%
-12.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.3% |
| 7D | -2.8% | -1.9% | -1.0% | -1.3% |
| 30D | -3.1% | -4.6% | +1.5% | +0.7% |
| 3M | -0.2% | -1.2% | +1.1% | +0.8% |
| 6M | +3.1% | +9.2% | -6.1% | -4.2% |
| YTD | +13.3% | +13.1% | +0.2% | +2.3% |
| 1Y | +12.0% | +13.0% | -1.0% | +1.2% |
| 3Y | +31.4% | +49.2% | -17.8% | -6.9% |
| All | +34.0% | +46.3% | -12.3% | -6.2% |
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