+43.4%
XLK vs MDB
+18.3%
+25.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.3% |
| 7D | +0.9% | -17.4% | +18.3% | +3.3% |
| 30D | +0.7% | -2.0% | +2.8% | +0.6% |
| 3M | -2.9% | -3.0% | +0.1% | -3.0% |
| 6M | +34.3% | +48.7% | -14.4% | +24.8% |
| YTD | +30.4% | -12.1% | +42.5% | +31.1% |
| 1Y | +43.4% | +14.5% | +28.9% | +37.1% |
| All | +43.4% | +18.3% | +25.0% | +37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling