+158.8%
XLB vs MTB
+172.9%
-14.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.7% | -1.4% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | -4.7% | -4.6% | -0.1% | -3.0% |
| 3M | +2.7% | +7.4% | -4.7% | -0.2% |
| 6M | +2.6% | +18.7% | -16.1% | -4.3% |
| YTD | +12.8% | +21.1% | -8.2% | +4.2% |
| 1Y | +14.0% | +24.1% | -10.1% | +4.1% |
| 3Y | +31.5% | +115.3% | -83.9% | -5.7% |
| 5Y | +33.4% | +106.0% | -72.6% | -6.0% |
| All | +158.8% | +172.9% | -14.1% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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