+147.8%
XEL vs MTB
+173.8%
-26.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -3.9% | -4.8% | +0.9% | -3.2% |
| 3M | -2.8% | +6.0% | -8.8% | -3.7% |
| 6M | -5.4% | +19.6% | -25.0% | -8.1% |
| YTD | +3.8% | +21.5% | -17.7% | +0.4% |
| 1Y | +6.8% | +24.7% | -17.9% | +2.8% |
| 3Y | +45.6% | +108.6% | -63.0% | +27.3% |
| 5Y | +30.7% | +106.7% | -76.0% | +12.5% |
| All | +147.8% | +173.8% | -26.0% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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