+988.3%
XLE vs MTB
+834.8%
+153.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -12.0% | -1.3% | -10.7% | -11.6% |
| 30D | -2.7% | +0.5% | -3.3% | -3.1% |
| 3M | +6.6% | -12.4% | +19.0% | +12.2% |
| 6M | +9.5% | +1.5% | +8.0% | +8.1% |
| YTD | +40.6% | +10.3% | +30.3% | +33.3% |
| 1Y | +43.6% | +22.2% | +21.4% | +30.4% |
| 3Y | +58.1% | +96.9% | -38.9% | +15.3% |
| 5Y | +152.2% | +64.3% | +87.9% | +90.5% |
| 10Y | +172.9% | +137.8% | +35.1% | +73.7% |
| All | +988.3% | +834.8% | +153.5% | +368.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling