+215.2%
XLY vs MDY
+177.2%
+38.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -1.7% | -1.9% | +0.2% | -0.1% |
| 30D | -4.2% | -4.6% | +0.5% | -0.2% |
| 3M | -2.7% | -1.2% | -1.4% | -1.7% |
| 6M | -0.6% | +9.2% | -9.8% | -8.0% |
| YTD | -5.0% | +13.1% | -18.1% | -14.8% |
| 1Y | -4.1% | +13.0% | -17.1% | -14.0% |
| 3Y | +33.6% | +49.2% | -15.6% | -5.9% |
| 5Y | +28.7% | +47.2% | -18.5% | -7.6% |
| All | +215.2% | +177.2% | +38.0% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling