+1,024.7%
XLE vs MTB
+929.7%
+95.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +2.2% | +1.7% | +0.5% | +1.4% |
| 30D | +11.8% | -4.2% | +16.0% | +13.6% |
| 3M | +9.8% | +8.9% | +1.0% | +5.7% |
| 6M | +15.6% | +10.9% | +4.7% | +9.9% |
| YTD | +45.3% | +21.5% | +23.8% | +32.7% |
| 1Y | +48.3% | +21.9% | +26.4% | +35.0% |
| 3Y | +55.4% | +109.2% | -53.8% | +10.4% |
| 5Y | +216.1% | +102.0% | +114.1% | +119.1% |
| 10Y | +178.4% | +171.9% | +6.5% | +68.2% |
| All | +1,024.7% | +929.7% | +95.1% | +366.5% |
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 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