+176.5%
XLE vs MTB
+113.8%
+62.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +4.4% | 0.0% | +4.4% | +4.4% |
| 30D | -4.3% | +0.8% | -5.1% | -4.9% |
| 3M | +6.0% | -12.8% | +18.8% | +13.1% |
| 6M | +13.2% | +6.7% | +6.5% | +8.6% |
| YTD | +46.7% | +11.3% | +35.4% | +36.6% |
| 1Y | +46.6% | +20.2% | +26.5% | +31.1% |
| 3Y | +69.6% | +103.8% | -34.2% | +11.0% |
| 5Y | +166.5% | +60.9% | +105.7% | +85.6% |
| All | +176.5% | +113.8% | +62.6% | +56.3% |
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