+21.3%
XLP vs MDB
-9.5%
+30.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.4% | +0.5% |
| 7D | -0.5% | +3.0% | -3.5% | -0.4% |
| 30D | +8.3% | -11.3% | +19.7% | +8.0% |
| 3M | +8.7% | -23.0% | +31.7% | +8.1% |
| 6M | +11.2% | +14.8% | -3.6% | +12.0% |
| YTD | +20.0% | -19.4% | +39.4% | +19.1% |
| 1Y | +21.3% | -9.0% | +30.3% | +21.2% |
| All | +21.3% | -9.5% | +30.8% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling