+41.6%
XLE vs MDB
-8.6%
+50.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.5% |
| 7D | -6.7% | -1.0% | -5.7% | -6.7% |
| 30D | -4.4% | -14.0% | +9.6% | -4.7% |
| 3M | +4.0% | -20.3% | +24.3% | +3.7% |
| 6M | +13.2% | +10.9% | +2.3% | +14.0% |
| YTD | +41.9% | -20.9% | +62.8% | +39.7% |
| 1Y | +41.6% | -11.2% | +52.8% | +40.3% |
| All | +41.6% | -8.6% | +50.3% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling