+1,106.7%
XLY vs MDY
+1,301.9%
-195.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | -2.7% | -1.2% | -1.4% | -1.7% |
| 6M | -0.6% | +9.2% | -9.8% | -7.8% |
| YTD | -5.0% | +13.1% | -18.1% | -14.5% |
| 1Y | -4.1% | +13.0% | -17.1% | -13.7% |
| 3Y | +33.6% | +49.2% | -15.6% | -4.6% |
| 5Y | +28.7% | +47.2% | -18.5% | -6.0% |
| 10Y | +219.6% | +176.0% | +43.7% | +35.8% |
| All | +1,106.7% | +1,301.9% | -195.2% | +35.0% |
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