+43.4%
XLK vs MTB
+23.4%
+20.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +0.9% | +1.7% | -0.9% | +0.6% |
| 30D | +0.7% | -4.2% | +4.9% | +1.3% |
| 3M | -2.9% | +8.9% | -11.8% | -4.4% |
| 6M | +34.3% | +10.9% | +23.4% | +30.8% |
| YTD | +30.4% | +21.5% | +8.9% | +25.4% |
| 1Y | +43.4% | +21.9% | +21.4% | +34.3% |
| All | +43.4% | +23.4% | +20.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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