+113.5%
XLB vs MDB
+848.0%
-734.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | -1.5% | -11.4% | +9.9% | -0.4% |
| 30D | +6.1% | -13.8% | +19.9% | +7.3% |
| 3M | 0.0% | -15.5% | +15.5% | +0.7% |
| 6M | 0.0% | +17.9% | -18.0% | -3.5% |
| YTD | +16.0% | -25.5% | +41.5% | +16.5% |
| 1Y | +24.7% | -12.1% | +36.8% | +22.7% |
| 3Y | +40.4% | -5.9% | +46.2% | +31.2% |
| 5Y | +30.7% | -43.7% | +74.4% | +21.4% |
| All | +113.5% | +848.0% | -734.5% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling