+820.5%
XLB vs MTB
+929.7%
-109.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -2.1% |
| 30D | -0.4% | -4.2% | +3.8% | +1.2% |
| 3M | +2.0% | +8.9% | -6.9% | -1.5% |
| 6M | +1.8% | +10.9% | -9.0% | -2.4% |
| YTD | +16.6% | +21.5% | -4.9% | +7.6% |
| 1Y | +16.9% | +21.9% | -5.0% | +7.6% |
| 3Y | +32.6% | +109.2% | -76.7% | -3.5% |
| 5Y | +35.6% | +102.0% | -66.3% | -3.0% |
| 10Y | +160.0% | +171.9% | -11.9% | +54.6% |
| All | +820.5% | +929.7% | -109.1% | +212.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling