+218.0%
XLE vs MA
+73.0%
+145.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +2.2% | -2.7% | +4.9% | +3.0% |
| 30D | +11.8% | +1.5% | +10.2% | +11.2% |
| 3M | +9.8% | +20.4% | -10.6% | +3.5% |
| 6M | +15.6% | +11.1% | +4.4% | +11.4% |
| YTD | +45.3% | +2.0% | +43.3% | +43.8% |
| 1Y | +48.3% | -2.2% | +50.5% | +48.7% |
| 3Y | +55.4% | +41.9% | +13.5% | +35.8% |
| All | +218.0% | +73.0% | +145.0% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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