+54.9%
XLE vs MDY
+51.1%
+3.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.5% |
| 30D | +12.6% | -3.1% | +15.8% | +14.3% |
| 3M | +11.8% | +1.8% | +10.0% | +10.3% |
| 6M | +16.1% | +10.8% | +5.3% | +8.4% |
| YTD | +46.9% | +14.4% | +32.4% | +34.0% |
| 1Y | +53.3% | +15.2% | +38.1% | +39.0% |
| 3Y | +54.9% | +51.2% | +3.7% | +18.7% |
| All | +54.9% | +51.1% | +3.9% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling