+142.5%
XLC vs MDY
+112.1%
+30.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +1.0% | -1.5% | +2.5% | +2.1% |
| 3M | -0.7% | +0.8% | -1.5% | -1.4% |
| 6M | -5.1% | +7.4% | -12.6% | -10.3% |
| YTD | -4.3% | +15.2% | -19.5% | -14.1% |
| 1Y | -0.6% | +16.5% | -17.1% | -11.7% |
| 3Y | +72.7% | +46.8% | +25.9% | +27.7% |
| 5Y | +38.0% | +46.0% | -8.0% | +2.1% |
| All | +142.5% | +112.1% | +30.4% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling