+13.3%
XLI vs MDLN
-7.1%
+20.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -1.7% | -11.1% | +9.4% | -1.0% |
| 30D | -7.3% | -8.4% | +1.1% | -6.8% |
| 3M | -1.3% | -12.4% | +11.0% | -0.7% |
| 6M | +2.2% | -23.3% | +25.5% | +3.9% |
| YTD | +11.7% | -22.5% | +34.3% | +14.4% |
| All | +13.3% | -7.1% | +20.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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