+181.3%
XLE vs MDY
+170.4%
+10.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +1.0% |
| 30D | +8.5% | -3.9% | +12.4% | +12.3% |
| 3M | +14.6% | 0.0% | +14.7% | +13.9% |
| 6M | +17.6% | +8.5% | +9.0% | +7.1% |
| YTD | +48.1% | +13.2% | +34.9% | +29.2% |
| 1Y | +53.8% | +15.0% | +38.8% | +31.7% |
| 3Y | +56.2% | +49.6% | +6.6% | +1.1% |
| 5Y | +227.7% | +46.0% | +181.7% | +111.0% |
| 10Y | +181.3% | +176.4% | +4.9% | -3.0% |
| All | +181.3% | +170.4% | +10.9% | -3.0% |
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