+1,019.2%
XLE vs MDY
+1,311.4%
-292.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.2% |
| 7D | -0.2% | +0.2% | -0.4% | -0.5% |
| 30D | -4.0% | +2.1% | -6.1% | -6.0% |
| 3M | +4.6% | -3.6% | +8.3% | +7.6% |
| 6M | +12.3% | +1.7% | +10.6% | +9.4% |
| YTD | +44.5% | +13.8% | +30.7% | +26.1% |
| 1Y | +42.4% | +15.5% | +26.9% | +22.4% |
| 3Y | +67.0% | +58.3% | +8.7% | +6.4% |
| 5Y | +161.9% | +37.4% | +124.5% | +85.2% |
| 10Y | +173.9% | +171.0% | +2.9% | +9.5% |
| All | +1,019.2% | +1,311.4% | -292.2% | +45.9% |
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