+98.1%
XLP vs MDB
+1,017.4%
-919.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.7% |
| 7D | -1.0% | -17.4% | +16.4% | -0.4% |
| 30D | -0.9% | -2.0% | +1.1% | -0.9% |
| 3M | +3.8% | -3.0% | +6.8% | +3.7% |
| 6M | -1.7% | +48.7% | -50.4% | -3.6% |
| YTD | +10.3% | -12.1% | +22.4% | +10.1% |
| 1Y | +7.8% | +14.5% | -6.7% | +6.2% |
| 3Y | +27.2% | -6.1% | +33.3% | +24.3% |
| 5Y | +32.5% | -27.3% | +59.9% | +27.2% |
| All | +98.1% | +1,017.4% | -919.3% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling