+573.5%
XLK vs MDB
+997.6%
-424.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +2.0% |
| 7D | +0.2% | -1.8% | +2.0% | +0.5% |
| 30D | -0.6% | -17.3% | +16.6% | +2.7% |
| 3M | +2.6% | +2.2% | +0.4% | +0.9% |
| 6M | +34.0% | +33.9% | +0.1% | +23.2% |
| YTD | +30.7% | -13.7% | +44.4% | +30.0% |
| 1Y | +39.2% | +9.1% | +30.1% | +31.0% |
| 3Y | +120.4% | -8.1% | +128.6% | +100.1% |
| 5Y | +148.8% | -25.9% | +174.7% | +113.4% |
| All | +573.5% | +997.6% | -424.2% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling