+248.8%
XLF vs MDY
+177.2%
+71.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.1% |
| 7D | -1.5% | -1.9% | +0.4% | +0.2% |
| 30D | -1.2% | -4.6% | +3.5% | +3.1% |
| 3M | +9.2% | -1.2% | +10.4% | +10.2% |
| 6M | +16.3% | +9.2% | +7.1% | +6.8% |
| YTD | +5.4% | +13.1% | -7.6% | -6.3% |
| 1Y | +7.6% | +13.0% | -5.4% | -4.5% |
| 3Y | +74.2% | +49.2% | +25.0% | +17.3% |
| 5Y | +66.1% | +47.2% | +18.9% | +11.9% |
| All | +248.8% | +177.2% | +71.7% | +25.5% |
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