+132.2%
XRT vs MDY
+165.7%
-33.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -0.6% |
| 7D | -0.4% | +3.0% | -3.5% | -3.4% |
| 30D | +7.5% | +0.8% | +6.7% | +6.6% |
| 3M | +2.3% | -5.1% | +7.5% | +7.9% |
| 6M | +12.8% | +1.2% | +11.7% | +11.2% |
| YTD | +7.1% | +12.5% | -5.4% | -5.5% |
| 1Y | +12.3% | +13.8% | -1.5% | -2.1% |
| 3Y | +57.0% | +56.4% | +0.6% | -1.1% |
| 5Y | -4.3% | +35.3% | -39.6% | -29.1% |
| All | +132.2% | +165.7% | -33.4% | -14.5% |
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