+538.9%
XRT vs MDY
+542.1%
-3.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.7% | +2.3% | -0.5% | -0.4% |
| 30D | +7.5% | +2.0% | +5.5% | +5.4% |
| 3M | +2.2% | -5.6% | +7.8% | +8.0% |
| 6M | +14.7% | +1.3% | +13.4% | +13.0% |
| YTD | +7.5% | +12.3% | -4.8% | -4.3% |
| 1Y | +14.1% | +15.8% | -1.7% | -1.4% |
| 3Y | +58.8% | +56.5% | +2.3% | +2.7% |
| 5Y | -3.9% | +35.1% | -39.1% | -26.8% |
| 10Y | +137.7% | +167.4% | -29.7% | -5.2% |
| All | +538.9% | +542.1% | -3.3% | +17.3% |
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