+148.7%
XLK vs MTB
+104.1%
+44.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -0.6% | -4.8% | +4.2% | +0.8% |
| 3M | +2.6% | +6.0% | -3.4% | +0.5% |
| 6M | +34.0% | +19.6% | +14.4% | +26.2% |
| YTD | +30.7% | +21.5% | +9.2% | +22.3% |
| 1Y | +39.2% | +24.7% | +14.5% | +29.0% |
| 3Y | +120.4% | +108.6% | +11.8% | +73.3% |
| All | +148.7% | +104.1% | +44.6% | +102.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling