+161.9%
XLE vs MDB
-39.7%
+201.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | 0.0% | +1.8% |
| 7D | -0.2% | +3.0% | -3.2% | -0.4% |
| 30D | -4.0% | -11.3% | +7.3% | -3.6% |
| 3M | +4.6% | -23.0% | +27.6% | +5.4% |
| 6M | +12.3% | +14.8% | -2.4% | +10.8% |
| YTD | +44.5% | -19.4% | +64.0% | +44.4% |
| 1Y | +42.4% | -9.0% | +51.4% | +41.1% |
| 3Y | +67.0% | -10.3% | +77.3% | +60.8% |
| 5Y | +161.9% | -38.4% | +200.3% | +147.1% |
| All | +161.9% | -39.7% | +201.7% | +147.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling