+4.2%
XLU vs MDLN
+13.6%
-9.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.7% |
| 7D | +0.4% | +24.2% | -23.9% | 0.0% |
| 30D | +5.2% | +11.8% | -6.6% | +5.0% |
| 3M | -0.1% | +8.4% | -8.5% | -0.2% |
| 6M | -5.3% | -12.3% | +6.9% | -5.6% |
| YTD | +3.5% | -5.3% | +8.9% | +4.1% |
| All | +4.2% | +13.6% | -9.4% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling