-2.8%
XLC vs MDLN
-7.5%
+4.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.1% |
| 7D | -1.7% | -11.5% | +9.8% | -0.5% |
| 30D | +0.2% | -7.6% | +7.8% | +0.9% |
| 3M | +0.7% | -11.4% | +12.1% | +2.0% |
| 6M | -4.5% | -24.5% | +20.0% | -2.6% |
| YTD | -4.7% | -22.9% | +18.1% | -2.8% |
| All | -2.8% | -7.5% | +4.6% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling