+103.1%
XLP vs MDY
+173.0%
-69.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.1% | -1.2% | -1.1% |
| 30D | -0.9% | -1.5% | +0.6% | -0.3% |
| 3M | +3.8% | +0.8% | +3.0% | +3.3% |
| 6M | -1.7% | +7.4% | -9.2% | -5.0% |
| YTD | +10.3% | +15.2% | -4.9% | +3.4% |
| 1Y | +7.8% | +16.5% | -8.7% | +0.4% |
| 3Y | +27.2% | +46.8% | -19.6% | +5.2% |
| 5Y | +32.5% | +46.0% | -13.5% | +8.4% |
| All | +103.1% | +173.0% | -69.8% | +19.4% |
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