+110.2%
XLB vs MDB
+986.0%
-875.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.1% |
| 7D | -2.9% | -4.5% | +1.6% | -2.5% |
| 30D | -3.4% | -14.0% | +10.6% | -2.3% |
| 3M | +1.6% | +5.3% | -3.7% | +0.5% |
| 6M | +3.6% | +31.9% | -28.2% | -0.6% |
| YTD | +14.2% | -14.6% | +28.9% | +13.9% |
| 1Y | +15.6% | +8.2% | +7.3% | +11.8% |
| 3Y | +33.1% | -5.0% | +38.1% | +25.2% |
| 5Y | +35.0% | -24.5% | +59.6% | +22.3% |
| All | +110.2% | +986.0% | -875.8% | +35.5% |
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