+309.3%
XLE vs MA
+17,925.8%
-17,616.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -1.9% |
| 7D | -10.3% | +3.2% | -13.5% | -11.7% |
| 30D | -3.3% | +15.9% | -19.3% | -9.8% |
| 3M | +8.2% | +15.2% | -7.0% | +1.1% |
| 6M | +5.0% | +32.4% | -27.3% | -8.2% |
| YTD | +40.6% | +15.6% | +24.9% | +29.5% |
| 1Y | +45.0% | +19.3% | +25.7% | +31.5% |
| 3Y | +56.3% | +73.0% | -16.7% | +18.4% |
| 5Y | +152.2% | +93.7% | +58.5% | +76.4% |
| 10Y | +173.0% | +575.0% | -402.0% | +10.8% |
| All | +309.3% | +17,925.8% | -17,616.5% | -37.9% |
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