+15,614.6%
MA vs XHB
+233.9%
+15,380.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.3% |
| 7D | +2.3% | +1.3% | +1.0% | +1.6% |
| 30D | +14.7% | +7.8% | +6.9% | +10.2% |
| 3M | +13.5% | -5.5% | +19.0% | +16.4% |
| 6M | +33.1% | -2.6% | +35.7% | +33.2% |
| YTD | +15.1% | +0.4% | +14.7% | +12.0% |
| 1Y | +18.7% | -1.0% | +19.7% | +16.3% |
| 3Y | +72.1% | +37.3% | +34.8% | +35.4% |
| 5Y | +92.8% | +33.7% | +59.1% | +50.7% |
| 10Y | +571.6% | +256.9% | +314.8% | +198.7% |
| All | +15,614.6% | +233.9% | +15,380.8% | +5,694.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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