+1,117.4%
XLI vs MTB
+929.7%
+187.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | +1.7% | -2.8% | -1.7% |
| 30D | -5.9% | -4.2% | -1.8% | -4.4% |
| 3M | -0.3% | +8.9% | -9.1% | -3.7% |
| 6M | +0.1% | +10.9% | -10.7% | -4.1% |
| YTD | +13.6% | +21.5% | -7.9% | +4.8% |
| 1Y | +17.2% | +21.9% | -4.7% | +7.7% |
| 3Y | +68.2% | +109.2% | -41.0% | +22.2% |
| 5Y | +80.7% | +102.0% | -21.2% | +28.4% |
| 10Y | +253.3% | +171.9% | +81.3% | +109.7% |
| All | +1,117.4% | +929.7% | +187.8% | +284.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling