+48.7%
XLE vs MDLN
-7.1%
+55.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.4% |
| 7D | +1.7% | -11.1% | +12.8% | +0.9% |
| 30D | +6.7% | -8.4% | +15.1% | +6.1% |
| 3M | +14.9% | -12.4% | +27.3% | +14.4% |
| 6M | +15.9% | -23.3% | +39.2% | +15.0% |
| YTD | +47.7% | -22.5% | +70.3% | +47.5% |
| All | +48.7% | -7.1% | +55.8% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling