+19.4%
MA vs XLB
+24.8%
-5.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | -0.3% | -1.4% | +1.0% | 0.0% |
| 30D | +11.3% | +7.1% | +4.2% | +10.0% |
| 3M | +16.7% | +0.6% | +16.1% | +16.4% |
| 6M | +32.8% | +3.5% | +29.3% | +31.8% |
| YTD | +15.6% | +18.2% | -2.6% | +4.4% |
| All | +19.4% | +24.8% | -5.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling