+170.7%
XLE vs MTB
+173.2%
-2.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | 0.0% | +2.8% | -2.8% | -1.4% |
| 30D | +12.6% | -4.2% | +16.8% | +14.9% |
| 3M | +11.8% | +7.8% | +4.0% | +7.3% |
| 6M | +16.1% | +14.8% | +1.3% | +7.2% |
| YTD | +46.9% | +20.8% | +26.1% | +31.7% |
| 1Y | +53.3% | +23.1% | +30.1% | +35.6% |
| 3Y | +54.9% | +114.8% | -59.9% | -1.2% |
| 5Y | +225.7% | +103.3% | +122.4% | +98.0% |
| 10Y | +170.7% | +173.0% | -2.3% | +37.4% |
| All | +170.7% | +173.2% | -2.5% | +37.4% |
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