+415.1%
XLF vs MTB
+923.6%
-508.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.0% |
| 7D | +0.2% | +2.8% | -2.6% | -1.6% |
| 30D | -0.5% | -4.2% | +3.7% | +2.3% |
| 3M | +10.6% | +7.8% | +2.8% | +4.9% |
| 6M | +14.3% | +14.8% | -0.5% | +3.6% |
| YTD | +5.5% | +20.8% | -15.2% | -7.8% |
| 1Y | +9.6% | +23.1% | -13.6% | -5.9% |
| 3Y | +75.2% | +114.8% | -39.7% | -1.4% |
| 5Y | +65.5% | +103.3% | -37.7% | -9.9% |
| 10Y | +246.4% | +173.0% | +73.5% | +35.3% |
| All | +415.1% | +923.6% | -508.6% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling