+30.5%
XEL vs MTB
+101.1%
-70.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.1% |
| 7D | -1.2% | -0.4% | -0.8% | -1.2% |
| 30D | -2.9% | -4.6% | +1.7% | -2.3% |
| 3M | -2.7% | +7.4% | -10.1% | -3.6% |
| 6M | -6.5% | +18.7% | -25.2% | -8.6% |
| YTD | +3.6% | +21.1% | -17.4% | +0.9% |
| 1Y | +7.5% | +24.1% | -16.6% | +4.2% |
| 3Y | +46.3% | +115.3% | -69.0% | +30.1% |
| 5Y | +30.5% | +106.0% | -75.5% | +21.0% |
| All | +30.5% | +101.1% | -70.5% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling