+889.2%
XLV vs MDY
+1,301.9%
-412.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -3.6% | -1.9% | -1.7% | -2.5% |
| 30D | -1.8% | -4.6% | +2.8% | +0.9% |
| 3M | +7.8% | -1.2% | +9.0% | +8.4% |
| 6M | +9.1% | +9.2% | -0.1% | +3.3% |
| YTD | +7.7% | +13.1% | -5.3% | -0.2% |
| 1Y | +20.4% | +13.0% | +7.4% | +11.5% |
| 3Y | +30.8% | +49.2% | -18.4% | +1.3% |
| 5Y | +34.6% | +47.2% | -12.6% | +3.2% |
| 10Y | +173.4% | +176.0% | -2.6% | +39.1% |
| All | +889.2% | +1,301.9% | -412.7% | +59.7% |
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