+61.0%
XLC vs MDB
-9.9%
+70.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.2% |
| 7D | +4.9% | -11.4% | +16.3% | +5.9% |
| 30D | -5.8% | -13.8% | +8.0% | -4.9% |
| 3M | -5.4% | -15.5% | +10.0% | -4.8% |
| 6M | -10.2% | +17.9% | -28.1% | -12.4% |
| YTD | -10.2% | -25.5% | +15.3% | -9.6% |
| 1Y | -5.6% | -12.1% | +6.5% | -6.6% |
| 3Y | +61.0% | -5.9% | +66.9% | +50.4% |
| All | +61.0% | -9.9% | +70.9% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling