+141.3%
XLC vs MTB
+78.4%
+62.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -1.7% | -0.4% | -1.2% | -1.5% |
| 30D | +0.2% | -4.6% | +4.8% | +1.4% |
| 3M | +0.7% | +7.4% | -6.7% | -1.2% |
| 6M | -4.5% | +18.7% | -23.1% | -8.8% |
| YTD | -4.7% | +21.1% | -25.8% | -9.7% |
| 1Y | -1.5% | +24.1% | -25.6% | -7.3% |
| 3Y | +72.2% | +115.3% | -43.1% | +38.5% |
| 5Y | +39.3% | +106.0% | -66.7% | +11.4% |
| All | +141.3% | +78.4% | +62.9% | +84.4% |
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