-1.7%
XRT vs MDY
+37.8%
-39.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -1.4% | +0.2% | -1.6% | -1.7% |
| 30D | +9.8% | +2.1% | +7.6% | +7.1% |
| 3M | +3.3% | -3.6% | +6.9% | +7.5% |
| 6M | +13.6% | +1.7% | +11.9% | +11.0% |
| YTD | +9.1% | +13.8% | -4.8% | -6.5% |
| 1Y | +15.1% | +15.5% | -0.5% | -3.1% |
| 3Y | +59.9% | +58.3% | +1.6% | -8.3% |
| 5Y | -1.7% | +37.4% | -39.2% | -33.0% |
| All | -1.7% | +37.8% | -39.5% | -33.0% |
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 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