+53.3%
XLE vs MTB
+23.0%
+30.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | 0.0% | +2.8% | -2.8% | -0.1% |
| 30D | +12.6% | -4.2% | +16.8% | +12.8% |
| 3M | +11.8% | +7.8% | +4.0% | +11.1% |
| 6M | +16.1% | +14.8% | +1.3% | +14.7% |
| YTD | +46.9% | +20.8% | +26.1% | +41.5% |
| 1Y | +53.3% | +23.1% | +30.1% | +44.5% |
| All | +53.3% | +23.0% | +30.2% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling