+20.7%
XLK vs MTB
+27.0%
-6.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.1% |
| 7D | -7.6% | +2.0% | -9.6% | -7.8% |
| 30D | -12.2% | +2.9% | -15.1% | -12.4% |
| 3M | -5.5% | -10.7% | +5.2% | -4.1% |
| 6M | +9.2% | +6.3% | +2.8% | +7.2% |
| YTD | +23.0% | +13.8% | +9.3% | +18.1% |
| 1Y | +20.7% | +27.7% | -7.0% | +11.5% |
| All | +20.7% | +27.0% | -6.2% | +11.5% |
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