+553.1%
MA vs XLB
+170.1%
+383.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | +2.3% | -1.5% | +3.8% | +3.6% |
| 30D | +14.7% | +6.1% | +8.6% | +9.4% |
| 3M | +13.5% | 0.0% | +13.5% | +13.3% |
| 6M | +33.1% | 0.0% | +33.2% | +32.2% |
| YTD | +15.1% | +16.0% | -1.0% | -0.5% |
| 1Y | +18.7% | +24.7% | -6.0% | -3.6% |
| 3Y | +72.1% | +40.4% | +31.7% | +23.5% |
| 5Y | +92.8% | +30.7% | +62.1% | +46.7% |
| All | +553.1% | +170.1% | +383.0% | +168.4% |
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