+114.5%
XLB vs MDB
+1,017.4%
-902.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.7% | 0.0% |
| 7D | -1.4% | -17.4% | +16.0% | +0.3% |
| 30D | -0.4% | -2.0% | +1.6% | -0.5% |
| 3M | +2.0% | -3.0% | +5.0% | +1.6% |
| 6M | +1.8% | +48.7% | -46.8% | -3.6% |
| YTD | +16.6% | -12.1% | +28.7% | +15.9% |
| 1Y | +16.9% | +14.5% | +2.4% | +12.5% |
| 3Y | +32.6% | -6.1% | +38.7% | +24.9% |
| 5Y | +35.6% | -27.3% | +63.0% | +23.3% |
| All | +114.5% | +1,017.4% | -902.9% | +37.9% |
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