+821.1%
XLB vs MDY
+1,292.9%
-471.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +2.3% | -1.7% | -1.4% |
| 30D | +5.2% | +2.0% | +3.2% | +3.3% |
| 3M | +0.3% | -5.6% | +5.9% | +5.2% |
| 6M | +1.2% | +1.3% | -0.1% | 0.0% |
| YTD | +16.6% | +12.3% | +4.3% | +5.4% |
| 1Y | +21.4% | +15.8% | +5.7% | +7.0% |
| 3Y | +43.2% | +56.5% | -13.3% | -3.4% |
| 5Y | +28.0% | +35.1% | -7.1% | -2.7% |
| 10Y | +164.8% | +167.4% | -2.7% | +11.2% |
| All | +821.1% | +1,292.9% | -471.9% | +23.3% |
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