+505.6%
MA vs XLB
+159.0%
+346.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.5% | -0.7% |
| 7D | -1.8% | -0.2% | -1.5% | -1.6% |
| 30D | +1.4% | -1.7% | +3.2% | +2.8% |
| 3M | +17.7% | +4.4% | +13.4% | +13.2% |
| 6M | +9.7% | +5.0% | +4.6% | +4.0% |
| YTD | +0.5% | +15.5% | -15.0% | -12.7% |
| 1Y | -2.1% | +14.9% | -17.0% | -14.7% |
| 3Y | +40.1% | +34.5% | +5.6% | +4.3% |
| 5Y | +67.5% | +36.5% | +31.0% | +22.3% |
| 10Y | +505.6% | +159.6% | +346.0% | +143.2% |
| All | +505.6% | +159.0% | +346.6% | +143.2% |
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