+181.2%
XLI vs MDB
+1,017.4%
-836.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.8% |
| 7D | -1.1% | -17.4% | +16.4% | +0.6% |
| 30D | -5.9% | -2.0% | -3.9% | -6.0% |
| 3M | -0.3% | -3.0% | +2.7% | -0.5% |
| 6M | +0.1% | +48.7% | -48.6% | -4.9% |
| YTD | +13.6% | -12.1% | +25.7% | +13.0% |
| 1Y | +17.2% | +14.5% | +2.7% | +13.1% |
| 3Y | +68.2% | -6.1% | +74.4% | +59.3% |
| 5Y | +80.7% | -27.3% | +108.1% | +66.1% |
| All | +181.2% | +1,017.4% | -836.2% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling