+136.0%
XLC vs MDY
+106.8%
+29.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.7% | +2.3% | +1.5% | +2.1% |
| 30D | -1.9% | +2.0% | -3.9% | -3.4% |
| 3M | -3.1% | -5.6% | +2.5% | +0.8% |
| 6M | -6.4% | +1.3% | -7.6% | -7.6% |
| YTD | -6.8% | +12.3% | -19.2% | -15.0% |
| 1Y | -1.7% | +15.8% | -17.5% | -12.3% |
| 3Y | +64.7% | +56.5% | +8.2% | +15.9% |
| 5Y | +41.1% | +35.1% | +5.9% | +10.1% |
| All | +136.0% | +106.8% | +29.2% | +35.9% |
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