+154.5%
XLF vs MDB
+1,032.9%
-878.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -0.7% |
| 7D | -2.9% | -2.8% | -0.1% | -2.7% |
| 30D | -1.6% | -14.9% | +13.3% | -0.4% |
| 3M | +9.3% | +7.3% | +1.9% | +8.0% |
| 6M | +14.6% | +38.2% | -23.6% | +9.9% |
| YTD | +4.7% | -10.9% | +15.7% | +4.1% |
| 1Y | +8.6% | +11.6% | -3.0% | +5.3% |
| 3Y | +73.9% | -0.9% | +74.8% | +64.0% |
| 5Y | +65.0% | -23.5% | +88.5% | +50.8% |
| All | +154.5% | +1,032.9% | -878.4% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling