+412.9%
XLF vs MDY
+1,303.9%
-891.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | +0.7% |
| 7D | -1.0% | -0.8% | -0.3% | -0.2% |
| 30D | -1.3% | -3.9% | +2.6% | +2.7% |
| 3M | +9.1% | 0.0% | +9.2% | +8.8% |
| 6M | +14.4% | +8.5% | +5.8% | +4.3% |
| YTD | +5.1% | +13.2% | -8.1% | -8.4% |
| 1Y | +8.6% | +15.0% | -6.4% | -7.1% |
| 3Y | +74.4% | +49.6% | +24.9% | +10.8% |
| 5Y | +64.4% | +46.0% | +18.3% | +5.0% |
| 10Y | +251.6% | +176.4% | +75.2% | +11.0% |
| All | +412.9% | +1,303.9% | -891.0% | -66.3% |
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