+165.1%
XLE vs MDB
+848.0%
-682.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.2% |
| 7D | -12.0% | -11.4% | -0.6% | -11.3% |
| 30D | -2.7% | -13.8% | +11.1% | -2.0% |
| 3M | +6.6% | -15.5% | +22.0% | +7.1% |
| 6M | +9.5% | +17.9% | -8.4% | +7.2% |
| YTD | +40.6% | -25.5% | +66.0% | +41.0% |
| 1Y | +43.6% | -12.1% | +55.7% | +42.0% |
| 3Y | +58.1% | -5.9% | +64.0% | +50.7% |
| 5Y | +152.2% | -43.7% | +195.9% | +139.8% |
| All | +165.1% | +848.0% | -682.9% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling