+141.3%
XLC vs MDY
+106.5%
+34.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -1.7% | -2.5% | +0.9% | +0.1% |
| 30D | +0.2% | -5.0% | +5.3% | +3.9% |
| 3M | +0.7% | +0.5% | +0.2% | +0.2% |
| 6M | -4.5% | +8.0% | -12.5% | -10.0% |
| YTD | -4.7% | +12.2% | -16.9% | -12.9% |
| 1Y | -1.5% | +14.0% | -15.5% | -11.1% |
| 3Y | +72.2% | +48.2% | +24.1% | +26.4% |
| 5Y | +39.3% | +46.1% | -6.8% | +3.1% |
| All | +141.3% | +106.5% | +34.9% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling