+163.9%
XLE vs MDY
+171.2%
-7.2%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.7% |
| 7D | -6.7% | 0.0% | -6.7% | -6.8% |
| 30D | -4.4% | +1.0% | -5.4% | -5.5% |
| 3M | +4.0% | -4.1% | +8.1% | +7.5% |
| 6M | +13.2% | +0.6% | +12.5% | +11.1% |
| YTD | +41.9% | +12.9% | +29.0% | +23.7% |
| 1Y | +41.6% | +14.6% | +27.0% | +21.5% |
| 3Y | +64.0% | +57.1% | +6.9% | +0.9% |
| 5Y | +158.1% | +37.1% | +121.0% | +77.9% |
| 10Y | +163.9% | +171.5% | -7.5% | +2.1% |
| All | +163.9% | +171.2% | -7.2% | +2.1% |
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