+81.8%
XLI vs MDY
+46.3%
+35.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -1.7% | -1.9% | +0.2% | -0.2% |
| 30D | -7.3% | -4.6% | -2.6% | -3.6% |
| 3M | -1.3% | -1.2% | -0.1% | -0.3% |
| 6M | +2.2% | +9.2% | -7.0% | -4.5% |
| YTD | +11.7% | +13.1% | -1.3% | +1.6% |
| 1Y | +14.3% | +13.0% | +1.3% | +3.8% |
| 3Y | +70.3% | +49.2% | +21.1% | +23.9% |
| All | +81.8% | +46.3% | +35.6% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling