+22.4%
XLP vs MDB
-8.6%
+31.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | +2.3% | -1.0% | +3.3% | +2.3% |
| 30D | +9.1% | -14.0% | +23.1% | +8.7% |
| 3M | +7.9% | -20.3% | +28.2% | +7.4% |
| 6M | +9.6% | +10.9% | -1.3% | +10.3% |
| YTD | +19.4% | -20.9% | +40.3% | +18.5% |
| 1Y | +22.4% | -11.2% | +33.6% | +22.2% |
| All | +22.4% | -8.6% | +31.0% | +22.2% |
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