+488.0%
XLB vs MKTX
+1,445.7%
-957.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -1.7% | +1.0% | -2.7% | -1.9% |
| 3M | +4.4% | +41.3% | -36.9% | -4.0% |
| 6M | +5.0% | -11.3% | +16.4% | +6.4% |
| YTD | +15.5% | -8.6% | +24.0% | +16.0% |
| 1Y | +14.9% | -11.1% | +26.0% | +15.9% |
| 3Y | +34.5% | -24.5% | +59.0% | +37.1% |
| 5Y | +36.5% | -61.4% | +98.0% | +57.8% |
| 10Y | +159.6% | +6.8% | +152.8% | +128.1% |
| All | +488.0% | +1,445.7% | -957.7% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling