+179.2%
XLE vs MDY
+165.3%
+13.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.4% | +2.3% | +3.2% | +3.2% |
| 30D | -3.9% | +2.0% | -5.9% | -5.9% |
| 3M | +7.0% | -5.6% | +12.7% | +12.2% |
| 6M | +14.2% | +1.3% | +12.9% | +11.4% |
| YTD | +48.2% | +12.3% | +35.8% | +29.7% |
| 1Y | +47.7% | +15.8% | +31.9% | +25.4% |
| 3Y | +70.0% | +56.5% | +13.5% | +4.9% |
| 5Y | +169.1% | +35.1% | +134.0% | +88.1% |
| All | +179.2% | +165.3% | +13.8% | +6.4% |
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