+1,024.7%
XLE vs MDY
+1,328.5%
-303.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.2% | +0.1% | +2.1% | +2.0% |
| 30D | +11.8% | -1.5% | +13.3% | +13.1% |
| 3M | +9.8% | +0.8% | +9.1% | +8.4% |
| 6M | +15.6% | +7.4% | +8.2% | +6.7% |
| YTD | +45.3% | +15.2% | +30.1% | +25.8% |
| 1Y | +48.3% | +16.5% | +31.8% | +26.7% |
| 3Y | +55.4% | +46.8% | +8.6% | +6.2% |
| 5Y | +216.1% | +46.0% | +170.1% | +112.3% |
| 10Y | +178.4% | +172.1% | +6.3% | +11.3% |
| All | +1,024.7% | +1,328.5% | -303.7% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling