-0.7%
XRT vs MDY
+47.1%
-47.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.4% |
| 7D | -0.3% | +1.0% | -1.3% | -1.4% |
| 30D | -5.6% | -3.1% | -2.5% | -2.2% |
| 3M | +2.5% | +1.8% | +0.7% | +0.2% |
| 6M | +3.7% | +10.8% | -7.1% | -8.2% |
| YTD | +1.0% | +14.4% | -13.5% | -13.9% |
| 1Y | -1.2% | +15.2% | -16.4% | -16.4% |
| 3Y | +43.4% | +51.2% | -7.8% | -13.1% |
| 5Y | -0.7% | +47.2% | -48.0% | -36.6% |
| All | -0.7% | +47.1% | -47.9% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling