+118.2%
XEL vs MDB
+912.7%
-794.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.2% |
| 7D | +2.4% | +6.8% | -4.4% | +2.3% |
| 30D | +8.3% | -6.2% | +14.5% | +8.3% |
| 3M | +4.2% | -29.2% | +33.4% | +4.6% |
| 6M | +3.7% | +10.3% | -6.6% | +3.2% |
| YTD | +13.1% | -20.4% | +33.4% | +13.1% |
| 1Y | +5.0% | -4.8% | +9.8% | +4.5% |
| 3Y | +55.0% | -11.6% | +66.5% | +53.2% |
| 5Y | +51.8% | -41.0% | +92.8% | +49.1% |
| All | +118.2% | +912.7% | -794.5% | +91.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling