+41.0%
XLE vs MDB
-9.9%
+50.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | +0.6% |
| 7D | -7.9% | -0.9% | -7.0% | -7.9% |
| 30D | -4.8% | -15.2% | +10.3% | -5.1% |
| 3M | +8.4% | -17.9% | +26.3% | +8.1% |
| 6M | +12.7% | +9.3% | +3.4% | +13.5% |
| YTD | +41.3% | -22.0% | +63.3% | +39.1% |
| All | +41.0% | -9.9% | +50.9% | +39.7% |
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