+1,475.9%
XLK vs MDY
+1,301.9%
+173.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +0.2% | -1.9% | +2.1% | +2.0% |
| 30D | -0.6% | -4.6% | +4.0% | +3.9% |
| 3M | +2.6% | -1.2% | +3.8% | +4.0% |
| 6M | +34.0% | +9.2% | +24.8% | +24.0% |
| YTD | +30.7% | +13.1% | +17.6% | +17.1% |
| 1Y | +39.2% | +13.0% | +26.2% | +24.7% |
| 3Y | +120.4% | +49.2% | +71.2% | +51.9% |
| 5Y | +148.8% | +47.2% | +101.6% | +74.2% |
| 10Y | +803.3% | +176.0% | +627.3% | +240.3% |
| All | +1,475.9% | +1,301.9% | +173.9% | -4.4% |
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