+100.8%
XEL vs MDB
+1,017.4%
-916.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -1.0% | -17.4% | +16.5% | -0.7% |
| 30D | -1.9% | -2.0% | +0.1% | -1.9% |
| 3M | -1.9% | -3.0% | +1.1% | -1.9% |
| 6M | -7.4% | +48.7% | -56.1% | -8.4% |
| YTD | +4.1% | -12.1% | +16.2% | +4.1% |
| 1Y | +8.0% | +14.5% | -6.4% | +7.3% |
| 3Y | +48.4% | -6.1% | +54.5% | +46.7% |
| 5Y | +27.2% | -27.3% | +54.6% | +24.1% |
| All | +100.8% | +1,017.4% | -916.5% | +75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling