+133.6%
XLC vs MTB
+64.1%
+69.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | -4.2% | +0.8% | -5.1% | -4.4% |
| 3M | -2.1% | -12.8% | +10.6% | +1.3% |
| 6M | -6.6% | +6.7% | -13.3% | -8.3% |
| YTD | -7.8% | +11.3% | -19.1% | -10.7% |
| 1Y | -4.1% | +20.2% | -24.3% | -9.0% |
| 3Y | +62.6% | +103.8% | -41.1% | +32.9% |
| 5Y | +39.6% | +60.9% | -21.2% | +19.1% |
| All | +133.6% | +64.1% | +69.5% | +82.3% |
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