+994.0%
XLE vs MTB
+856.2%
+137.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.4% |
| 7D | -7.9% | -0.8% | -7.1% | -7.6% |
| 30D | -4.8% | +2.4% | -7.2% | -5.9% |
| 3M | +8.4% | -10.5% | +18.9% | +13.1% |
| 6M | +12.7% | +6.4% | +6.3% | +9.0% |
| YTD | +41.3% | +12.8% | +28.5% | +32.7% |
| 1Y | +42.3% | +23.3% | +19.0% | +28.7% |
| 3Y | +65.1% | +108.2% | -43.2% | +17.6% |
| 5Y | +150.2% | +68.6% | +81.6% | +87.0% |
| 10Y | +163.9% | +125.3% | +38.7% | +71.0% |
| All | +994.0% | +856.2% | +137.8% | +366.8% |
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