+69.8%
XLI vs MTB
+112.6%
-42.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -0.6% | +1.1% | -1.6% | -1.0% |
| 30D | -6.9% | -4.6% | -2.3% | -5.3% |
| 3M | -1.9% | +6.3% | -8.2% | -4.3% |
| 6M | +1.0% | +15.6% | -14.6% | -4.5% |
| YTD | +11.3% | +20.6% | -9.2% | +3.4% |
| 1Y | +15.8% | +22.5% | -6.7% | +6.8% |
| All | +69.8% | +112.6% | -42.8% | +32.2% |
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