+37.4%
XLK vs MDB
+10.9%
+26.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.0% |
| 7D | -0.4% | -2.8% | +2.3% | -0.1% |
| 30D | -0.5% | -14.9% | +14.4% | +1.4% |
| 3M | +5.0% | +7.3% | -2.4% | +3.4% |
| 6M | +32.9% | +38.2% | -5.3% | +24.9% |
| YTD | +29.0% | -10.9% | +39.9% | +29.4% |
| All | +37.4% | +10.9% | +26.5% | +32.0% |
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