+94.5%
XLK vs MDB
-11.2%
+105.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | +3.4% | +6.8% | -3.5% | +2.2% |
| 30D | -10.6% | -6.2% | -4.4% | -9.7% |
| 3M | -10.6% | -29.2% | +18.6% | -6.3% |
| 6M | -3.5% | +10.3% | -13.8% | -6.9% |
| YTD | +18.7% | -20.4% | +39.1% | +19.5% |
| 1Y | +19.4% | -4.8% | +24.3% | +16.0% |
| 3Y | +94.5% | -11.6% | +106.0% | +79.8% |
| All | +94.5% | -11.2% | +105.7% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling