+7.7%
XLP vs MDLN
-0.9%
+8.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.2% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -1.3% | -1.5% | +0.2% | -1.2% |
| 3M | +1.8% | +2.6% | -0.8% | +1.8% |
| 6M | -0.8% | -20.9% | +20.0% | +0.2% |
| YTD | +9.5% | -17.4% | +26.9% | +10.7% |
| All | +7.7% | -0.9% | +8.6% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling