+72.3%
XLC vs MTB
+118.5%
-46.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +0.6% | +2.8% | -2.2% | -0.2% |
| 30D | +0.2% | -4.2% | +4.4% | +1.4% |
| 3M | +0.6% | +7.8% | -7.1% | -1.3% |
| 6M | -4.5% | +14.8% | -19.3% | -8.0% |
| YTD | -4.7% | +20.8% | -25.5% | -9.7% |
| 1Y | -1.7% | +23.1% | -24.8% | -7.4% |
| 3Y | +72.3% | +114.8% | -42.6% | +42.8% |
| All | +72.3% | +118.5% | -46.3% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling