+13,824.2%
MA vs XLB
+413.0%
+13,411.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.8% |
| 7D | -2.7% | -1.4% | -1.3% | -1.6% |
| 30D | +1.5% | -0.4% | +1.9% | +1.7% |
| 3M | +20.4% | +2.0% | +18.5% | +18.0% |
| 6M | +11.1% | +1.8% | +9.3% | +8.3% |
| YTD | +2.0% | +16.6% | -14.6% | -11.4% |
| 1Y | -2.2% | +16.9% | -19.1% | -15.2% |
| 3Y | +41.9% | +32.6% | +9.3% | +9.5% |
| 5Y | +75.4% | +35.6% | +39.7% | +32.4% |
| 10Y | +527.5% | +160.0% | +367.5% | +179.3% |
| All | +13,824.2% | +413.0% | +13,411.1% | +3,548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling