+42.7%
XLP vs MDB
-43.7%
+86.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.6% |
| 7D | +3.5% | -20.9% | +24.4% | +3.8% |
| 30D | +11.6% | -15.6% | +27.1% | +11.8% |
| 3M | +7.6% | -19.1% | +26.7% | +7.8% |
| 6M | +10.0% | +14.2% | -4.2% | +9.2% |
| YTD | +19.7% | -27.4% | +47.2% | +19.9% |
| 1Y | +23.5% | -13.0% | +36.5% | +22.9% |
| 3Y | +44.0% | -11.2% | +55.2% | +41.3% |
| 5Y | +42.7% | -45.2% | +87.9% | +34.9% |
| All | +42.7% | -43.7% | +86.3% | +34.9% |
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