+69.9%
XLI vs MTB
+61.4%
+8.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.8% | +1.5% | +2.2% | +3.2% |
| 30D | +1.0% | +2.3% | -1.3% | +0.2% |
| 3M | -8.9% | -12.1% | +3.2% | -4.8% |
| 6M | -2.3% | +9.8% | -12.1% | -5.7% |
| YTD | +9.7% | +12.0% | -2.3% | +5.0% |
| 1Y | +12.3% | +22.0% | -9.7% | +4.3% |
| 3Y | +71.5% | +107.6% | -36.1% | +32.1% |
| All | +69.9% | +61.4% | +8.5% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling