+73.0%
XLF vs MTB
+113.5%
-40.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | -2.9% | -0.4% | -2.5% | -2.7% |
| 30D | -1.6% | -4.6% | +3.0% | +0.5% |
| 3M | +9.3% | +7.4% | +1.8% | +5.6% |
| 6M | +14.6% | +18.7% | -4.1% | +5.7% |
| YTD | +4.7% | +21.1% | -16.3% | -4.3% |
| 1Y | +8.6% | +24.1% | -15.4% | -1.9% |
| All | +73.0% | +113.5% | -40.4% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling