+49.2%
XEL vs MDB
-5.6%
+54.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +1.4% |
| 7D | +1.3% | -18.0% | +19.3% | +0.8% |
| 30D | -1.5% | -10.7% | +9.2% | -1.8% |
| 3M | -0.2% | +1.0% | -1.2% | 0.0% |
| 6M | -5.4% | +31.6% | -37.1% | -4.5% |
| YTD | +5.6% | -15.2% | +20.8% | +6.1% |
| 1Y | +10.5% | +10.1% | +0.3% | +11.4% |
| 3Y | +49.2% | -5.6% | +54.8% | +50.1% |
| All | +49.2% | -5.6% | +54.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling