+150.2%
XLE vs MDY
+36.2%
+114.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -1.3% |
| 7D | -7.9% | +0.7% | -8.6% | -8.3% |
| 30D | -4.8% | +1.3% | -6.1% | -5.7% |
| 3M | +8.4% | -4.1% | +12.4% | +10.7% |
| 6M | +12.7% | +1.0% | +11.7% | +11.2% |
| YTD | +41.3% | +13.3% | +28.0% | +28.6% |
| 1Y | +42.3% | +15.7% | +26.6% | +27.6% |
| 3Y | +65.1% | +59.6% | +5.5% | +18.4% |
| 5Y | +150.2% | +36.3% | +113.9% | +99.1% |
| All | +150.2% | +36.2% | +114.0% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling