+42.0%
XLP vs MDB
-44.1%
+86.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.3% |
| 7D | +0.7% | -11.4% | +12.1% | +0.9% |
| 30D | +10.3% | -13.8% | +24.1% | +10.4% |
| 3M | +6.5% | -15.5% | +22.0% | +6.6% |
| 6M | +8.4% | +17.9% | -9.6% | +7.5% |
| YTD | +18.2% | -25.5% | +43.7% | +18.3% |
| 1Y | +22.4% | -12.1% | +34.5% | +21.9% |
| 3Y | +41.9% | -5.9% | +47.8% | +39.1% |
| All | +42.0% | -44.1% | +86.0% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling