+82.8%
XLI vs MDB
-26.9%
+109.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | +1.0% | -18.0% | +19.0% | +2.6% |
| 30D | -5.8% | -10.7% | +4.9% | -5.1% |
| 3M | +0.7% | +1.0% | -0.3% | +0.1% |
| 6M | +3.2% | +31.6% | -28.4% | -0.6% |
| YTD | +13.0% | -15.2% | +28.2% | +12.9% |
| 1Y | +16.8% | +10.1% | +6.7% | +13.3% |
| 3Y | +72.4% | -5.6% | +78.1% | +62.9% |
| 5Y | +82.8% | -24.5% | +107.3% | +67.2% |
| All | +82.8% | -26.9% | +109.6% | +67.2% |
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