+65.5%
XLF vs MDB
-26.9%
+92.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.1% |
| 7D | +0.2% | -18.0% | +18.2% | +1.8% |
| 30D | -0.5% | -10.7% | +10.2% | +0.2% |
| 3M | +10.6% | +1.0% | +9.7% | +10.0% |
| 6M | +14.3% | +31.6% | -17.3% | +10.2% |
| YTD | +5.5% | -15.2% | +20.7% | +5.4% |
| 1Y | +9.6% | +10.1% | -0.6% | +6.4% |
| 3Y | +75.2% | -5.6% | +80.8% | +65.8% |
| 5Y | +65.5% | -24.5% | +90.1% | +48.5% |
| All | +65.5% | -26.9% | +92.4% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling