+821.1%
XLB vs MTB
+849.3%
-28.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.5% | +1.5% | -1.0% | -0.1% |
| 30D | +5.2% | +2.3% | +2.8% | +4.2% |
| 3M | +0.3% | -12.1% | +12.4% | +5.3% |
| 6M | +1.2% | +9.8% | -8.6% | -2.7% |
| YTD | +16.6% | +12.0% | +4.6% | +11.0% |
| 1Y | +21.4% | +22.0% | -0.6% | +11.7% |
| 3Y | +43.2% | +107.6% | -64.4% | +4.8% |
| 5Y | +28.0% | +61.9% | -33.8% | +0.1% |
| 10Y | +164.8% | +116.3% | +48.5% | +72.2% |
| All | +821.1% | +849.3% | -28.2% | +222.8% |
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