+39.3%
XLC vs MDY
+43.9%
-4.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.3% |
| 7D | -1.7% | -2.5% | +0.9% | +0.2% |
| 30D | +0.2% | -5.0% | +5.3% | +4.1% |
| 3M | +0.7% | +0.5% | +0.2% | +0.1% |
| 6M | -4.5% | +8.0% | -12.5% | -10.3% |
| YTD | -4.7% | +12.2% | -16.9% | -13.4% |
| 1Y | -1.5% | +14.0% | -15.5% | -11.8% |
| 3Y | +72.2% | +48.2% | +24.1% | +21.3% |
| 5Y | +39.3% | +46.1% | -6.8% | -2.3% |
| All | +39.3% | +43.9% | -4.6% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling