+1,920.9%
XEL vs MTB
+8,245.1%
-6,324.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +1.3% | +2.8% | -1.5% | +0.8% |
| 30D | -1.5% | -4.2% | +2.7% | -0.8% |
| 3M | -0.2% | +7.8% | -8.0% | -1.6% |
| 6M | -5.4% | +14.8% | -20.3% | -7.9% |
| YTD | +5.6% | +20.8% | -15.1% | +1.8% |
| 1Y | +10.5% | +23.1% | -12.7% | +5.8% |
| 3Y | +49.2% | +114.8% | -65.6% | +27.1% |
| 5Y | +30.1% | +103.3% | -73.2% | +9.7% |
| 10Y | +146.7% | +173.0% | -26.3% | +85.1% |
| All | +1,920.9% | +8,245.1% | -6,324.2% | +781.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling