+159.8%
XLB vs MKTX
+5.0%
+154.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.1% | +0.7% | -3.8% | -3.2% |
| 3M | -0.2% | +40.8% | -40.9% | -6.7% |
| 6M | +3.1% | -8.0% | +11.1% | +4.0% |
| YTD | +13.3% | -8.7% | +22.0% | +14.3% |
| 1Y | +12.0% | -11.8% | +23.9% | +13.6% |
| 3Y | +31.4% | -24.0% | +55.4% | +33.9% |
| 5Y | +33.9% | -60.3% | +94.2% | +52.6% |
| All | +159.8% | +5.0% | +154.8% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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