+554.8%
MA vs XLB
+173.6%
+381.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -1.1% |
| 7D | -0.3% | -1.4% | +1.0% | +0.8% |
| 30D | +11.3% | +7.1% | +4.2% | +5.3% |
| 3M | +16.7% | +0.6% | +16.1% | +16.0% |
| 6M | +32.8% | +3.5% | +29.3% | +28.2% |
| YTD | +15.6% | +18.2% | -2.6% | -1.6% |
| 1Y | +19.6% | +25.6% | -6.0% | -3.4% |
| 3Y | +72.1% | +46.7% | +25.4% | +18.9% |
| 5Y | +96.0% | +30.9% | +65.1% | +49.2% |
| 10Y | +554.8% | +167.7% | +387.0% | +160.2% |
| All | +554.8% | +173.6% | +381.2% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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