+12.9%
XLI vs MDLN
-2.7%
+15.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.4% |
| 7D | -0.6% | -6.2% | +5.6% | -0.2% |
| 30D | -6.9% | +0.7% | -7.6% | -7.0% |
| 3M | -1.9% | -5.4% | +3.5% | -1.8% |
| 6M | +1.0% | -21.6% | +22.6% | +2.4% |
| YTD | +11.3% | -18.9% | +30.3% | +13.7% |
| All | +12.9% | -2.7% | +15.6% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling