+37.6%
XLC vs MTB
+103.4%
-65.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.7% |
| 30D | -0.9% | -4.6% | +3.7% | +0.4% |
| 3M | -0.3% | +6.3% | -6.6% | -2.0% |
| 6M | -5.2% | +15.6% | -20.8% | -9.0% |
| YTD | -5.3% | +20.6% | -25.9% | -10.3% |
| 1Y | -2.8% | +22.5% | -25.3% | -8.5% |
| 3Y | +71.2% | +114.4% | -43.2% | +36.7% |
| 5Y | +37.6% | +101.9% | -64.3% | +11.4% |
| All | +37.6% | +103.4% | -65.8% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling