+1.7%
XEL vs MDB
-8.5%
+10.2%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.1% |
| 7D | +4.3% | -16.5% | +20.8% | +3.2% |
| 30D | +12.6% | -8.6% | +21.2% | +12.1% |
| 3M | +4.4% | -13.6% | +18.0% | +4.1% |
| 6M | +0.7% | +24.1% | -23.3% | +3.2% |
| YTD | +11.5% | -21.8% | +33.3% | +12.3% |
| 1Y | +1.7% | -7.7% | +9.4% | +2.9% |
| All | +1.7% | -8.5% | +10.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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