+31.6%
XLB vs MTB
+65.9%
-34.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +6.9% | +1.4% | +5.5% | +6.4% |
| 3M | -0.2% | -11.6% | +11.4% | +4.1% |
| 6M | +3.3% | +5.4% | -2.1% | +1.2% |
| YTD | +18.0% | +11.7% | +6.3% | +13.0% |
| 1Y | +24.2% | +20.5% | +3.7% | +15.8% |
| 3Y | +44.7% | +104.5% | -59.8% | +10.4% |
| 5Y | +31.6% | +65.1% | -33.5% | +6.9% |
| All | +31.6% | +65.9% | -34.3% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling