+552.8%
XLP vs MDY
+1,262.1%
-709.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +0.7% | -1.7% | +2.4% | +1.4% |
| 30D | +10.3% | -0.9% | +11.2% | +10.6% |
| 3M | +6.5% | -5.7% | +12.3% | +9.0% |
| 6M | +8.4% | -2.9% | +11.3% | +9.3% |
| YTD | +18.2% | +9.8% | +8.4% | +13.1% |
| 1Y | +22.4% | +13.5% | +8.9% | +15.5% |
| 3Y | +41.9% | +51.9% | -10.0% | +17.0% |
| 5Y | +40.9% | +32.0% | +8.8% | +21.6% |
| 10Y | +128.4% | +176.5% | -48.1% | +41.0% |
| All | +552.8% | +1,262.1% | -709.3% | +91.6% |
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