+128.8%
XLP vs MDY
+180.7%
-52.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | -0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.3% |
| 30D | +8.9% | +1.3% | +7.6% | +8.3% |
| 3M | +7.5% | -4.1% | +11.6% | +9.2% |
| 6M | +9.4% | +1.0% | +8.4% | +8.6% |
| YTD | +19.3% | +13.3% | +5.9% | +12.5% |
| 1Y | +21.7% | +15.7% | +6.0% | +13.7% |
| 3Y | +44.0% | +59.6% | -15.6% | +14.6% |
| 5Y | +42.8% | +36.3% | +6.5% | +20.6% |
| 10Y | +128.8% | +173.6% | -44.9% | +36.4% |
| All | +128.8% | +180.7% | -52.0% | +36.4% |
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 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