+633.7%
XLU vs MDY
+1,290.7%
-657.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.5% |
| 7D | -1.2% | -2.5% | +1.3% | +0.1% |
| 30D | -2.5% | -5.0% | +2.5% | -0.1% |
| 3M | -2.7% | +0.5% | -3.2% | -3.1% |
| 6M | -7.5% | +8.0% | -15.5% | -11.2% |
| YTD | +0.9% | +12.2% | -11.2% | -5.0% |
| 1Y | +3.3% | +14.0% | -10.7% | -3.7% |
| 3Y | +47.3% | +48.2% | -0.9% | +18.9% |
| 5Y | +44.4% | +46.1% | -1.7% | +15.5% |
| 10Y | +140.8% | +173.8% | -33.0% | +35.4% |
| All | +633.7% | +1,290.7% | -657.0% | +74.0% |
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