+572.1%
XLK vs MDB
+1,017.4%
-445.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.1% | +4.8% | +1.5% |
| 7D | +0.9% | -17.4% | +18.3% | +4.5% |
| 30D | +0.7% | -2.0% | +2.8% | +0.5% |
| 3M | -2.9% | -3.0% | +0.1% | -3.4% |
| 6M | +34.3% | +48.7% | -14.4% | +20.9% |
| YTD | +30.4% | -12.1% | +42.5% | +29.3% |
| 1Y | +43.4% | +14.5% | +28.9% | +33.6% |
| 3Y | +116.8% | -6.1% | +123.0% | +96.0% |
| 5Y | +144.0% | -27.3% | +171.4% | +110.4% |
| All | +572.1% | +1,017.4% | -445.3% | +207.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling