+9.1%
XLF vs MDB
+18.3%
-9.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.6% |
| 7D | 0.0% | -17.4% | +17.4% | +0.8% |
| 30D | +0.2% | -2.0% | +2.2% | +0.1% |
| 3M | +11.7% | -3.0% | +14.7% | +11.5% |
| 6M | +13.8% | +48.7% | -34.9% | +10.4% |
| YTD | +7.0% | -12.1% | +19.1% | +6.3% |
| 1Y | +9.1% | +14.5% | -5.4% | +7.6% |
| All | +9.1% | +18.3% | -9.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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