+163.9%
XLE vs MTB
+122.1%
+41.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -6.7% | -0.7% | -6.0% | -6.4% |
| 30D | -4.4% | +1.4% | -5.8% | -5.3% |
| 3M | +4.0% | -11.6% | +15.6% | +10.1% |
| 6M | +13.2% | +5.4% | +7.8% | +9.2% |
| YTD | +41.9% | +11.7% | +30.2% | +31.8% |
| 1Y | +41.6% | +20.5% | +21.1% | +26.4% |
| 3Y | +64.0% | +104.5% | -40.5% | +7.2% |
| 5Y | +158.1% | +65.1% | +93.0% | +77.0% |
| 10Y | +163.9% | +119.5% | +44.4% | +49.4% |
| All | +163.9% | +122.1% | +41.9% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling