+149.9%
XLE vs MDB
-44.1%
+194.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -12.0% | -11.4% | -0.6% | -11.5% |
| 30D | -2.7% | -13.8% | +11.1% | -2.2% |
| 3M | +6.6% | -15.5% | +22.0% | +6.9% |
| 6M | +9.5% | +17.9% | -8.4% | +7.8% |
| YTD | +40.6% | -25.5% | +66.0% | +40.9% |
| 1Y | +43.6% | -12.1% | +55.7% | +42.4% |
| 3Y | +58.1% | -5.9% | +64.0% | +51.5% |
| All | +149.9% | -44.1% | +194.0% | +138.1% |
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