+322.9%
XLE vs MA
+15,793.6%
-15,470.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +2.2% | -2.7% | +4.9% | +3.4% |
| 30D | +11.8% | +1.5% | +10.2% | +10.9% |
| 3M | +9.8% | +20.4% | -10.6% | +0.6% |
| 6M | +15.6% | +11.1% | +4.4% | +9.2% |
| YTD | +45.3% | +2.0% | +43.3% | +42.0% |
| 1Y | +48.3% | -2.2% | +50.5% | +47.3% |
| 3Y | +55.4% | +41.9% | +13.5% | +28.9% |
| 5Y | +216.1% | +75.4% | +140.7% | +131.2% |
| 10Y | +178.4% | +527.5% | -349.2% | +17.4% |
| All | +322.9% | +15,793.6% | -15,470.6% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling