+253.9%
XLI vs MDY
+177.2%
+76.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -1.7% | -1.9% | +0.2% | 0.0% |
| 30D | -7.3% | -4.6% | -2.6% | -3.4% |
| 3M | -1.3% | -1.2% | -0.1% | -0.2% |
| 6M | +2.2% | +9.2% | -7.0% | -5.1% |
| YTD | +11.7% | +13.1% | -1.3% | +0.7% |
| 1Y | +14.3% | +13.0% | +1.3% | +2.9% |
| 3Y | +70.3% | +49.2% | +21.1% | +19.5% |
| 5Y | +82.3% | +47.2% | +35.1% | +27.8% |
| All | +253.9% | +177.2% | +76.7% | +44.1% |
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