+175.6%
XLI vs MDB
+986.0%
-810.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.6% |
| 7D | -0.6% | -4.5% | +4.0% | -0.2% |
| 30D | -6.9% | -14.0% | +7.1% | -5.9% |
| 3M | -1.9% | +5.3% | -7.2% | -2.9% |
| 6M | +1.0% | +31.9% | -30.9% | -2.9% |
| YTD | +11.3% | -14.6% | +25.9% | +11.0% |
| 1Y | +15.8% | +8.2% | +7.6% | +12.4% |
| 3Y | +69.8% | -5.0% | +74.8% | +60.6% |
| 5Y | +80.9% | -24.5% | +105.4% | +65.5% |
| All | +175.6% | +986.0% | -810.4% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling