-7.5%
XLU vs MDY
+7.7%
-15.1%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.6% |
| 30D | -2.5% | -5.0% | +2.5% | -1.3% |
| 3M | -2.7% | +0.5% | -3.2% | -3.0% |
| 6M | -7.5% | +8.0% | -15.5% | -9.9% |
| All | -7.5% | +7.7% | -15.1% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling