+248.8%
XLF vs MTB
+173.8%
+75.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -4.8% | +3.6% | +1.5% |
| 3M | +9.2% | +6.0% | +3.2% | +5.6% |
| 6M | +16.3% | +19.6% | -3.3% | +5.2% |
| YTD | +5.4% | +21.5% | -16.0% | -5.6% |
| 1Y | +7.6% | +24.7% | -17.1% | -5.2% |
| 3Y | +74.2% | +108.6% | -34.4% | +12.6% |
| 5Y | +66.1% | +106.7% | -40.6% | +2.2% |
| All | +248.8% | +173.8% | +75.0% | +65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling