+59.3%
XLF vs MDB
-41.3%
+100.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +2.7% | +6.8% | -4.2% | +2.1% |
| 30D | +7.6% | -6.2% | +13.8% | +8.0% |
| 3M | +1.1% | -29.2% | +30.3% | +3.5% |
| 6M | +15.9% | +10.3% | +5.6% | +13.2% |
| YTD | +8.4% | -20.4% | +28.8% | +8.3% |
| 1Y | +12.5% | -4.8% | +17.3% | +10.2% |
| 3Y | +81.6% | -11.6% | +93.1% | +72.2% |
| All | +59.3% | -41.3% | +100.6% | +44.9% |
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