+44.2%
XLU vs MDY
+46.3%
-2.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | -3.3% | -4.6% | +1.3% | -1.5% |
| 3M | -3.2% | -1.2% | -1.9% | -2.8% |
| 6M | -7.0% | +9.2% | -16.2% | -10.4% |
| YTD | +0.6% | +13.1% | -12.4% | -4.6% |
| 1Y | +2.4% | +13.0% | -10.6% | -3.0% |
| 3Y | +46.3% | +49.2% | -3.0% | +21.1% |
| All | +44.2% | +46.3% | -2.1% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling