+149.1%
XLK vs MDB
-25.2%
+174.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +2.3% | -4.5% | +6.9% | +3.2% |
| 30D | +0.8% | -14.0% | +14.8% | +3.3% |
| 3M | +4.1% | +5.3% | -1.3% | +1.9% |
| 6M | +34.8% | +31.9% | +2.9% | +24.8% |
| YTD | +30.8% | -14.6% | +45.4% | +30.6% |
| 1Y | +42.4% | +8.2% | +34.1% | +34.6% |
| 3Y | +121.8% | -5.0% | +126.8% | +100.4% |
| All | +149.1% | -25.2% | +174.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling