+43.7%
XLP vs MDB
-12.3%
+56.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.8% |
| 7D | +3.5% | -20.9% | +24.4% | +3.3% |
| 30D | +11.6% | -15.6% | +27.1% | +11.4% |
| 3M | +7.6% | -19.1% | +26.7% | +7.5% |
| 6M | +10.0% | +14.2% | -4.2% | +10.0% |
| YTD | +19.7% | -27.4% | +47.2% | +19.7% |
| 1Y | +23.5% | -13.0% | +36.5% | +23.3% |
| All | +43.7% | -12.3% | +56.0% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling