+117.5%
XLB vs MDB
+892.0%
-774.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.5% |
| 7D | -1.4% | -0.9% | -0.4% | -1.3% |
| 30D | +7.1% | -15.2% | +22.3% | +8.5% |
| 3M | +0.6% | -17.9% | +18.5% | +1.6% |
| 6M | +3.5% | +9.3% | -5.8% | +0.8% |
| YTD | +18.2% | -22.0% | +40.2% | +18.2% |
| 1Y | +25.6% | -9.3% | +34.9% | +23.2% |
| 3Y | +46.7% | -10.4% | +57.0% | +38.1% |
| 5Y | +30.9% | -43.2% | +74.1% | +21.6% |
| All | +117.5% | +892.0% | -774.5% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling