+1.2%
XLU vs MDLN
-7.1%
+8.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -1.6% | -11.1% | +9.5% | -1.4% |
| 30D | -3.3% | -8.4% | +5.1% | -3.1% |
| 3M | -3.2% | -12.4% | +9.2% | -2.8% |
| 6M | -7.0% | -23.3% | +16.3% | -6.5% |
| YTD | +0.6% | -22.5% | +23.2% | +1.5% |
| All | +1.2% | -7.1% | +8.3% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling