-8.2%
XLC vs MDLN
+15.3%
-23.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +18.4% | -14.9% | +1.4% |
| 7D | +1.8% | +24.7% | -22.9% | -0.8% |
| 30D | -6.0% | +12.7% | -18.7% | -7.4% |
| 3M | -6.0% | -4.0% | -2.0% | -6.2% |
| 6M | -9.1% | -8.7% | -0.4% | -9.4% |
| YTD | -10.0% | -3.9% | -6.1% | -10.6% |
| All | -8.2% | +15.3% | -23.5% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 1y: compounded portfolio wealth divided by compounded MDLN 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…
1y analysis · Full analysis span regression · 6 months rolling