+115.2%
XLP vs MDB
+823.0%
-707.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.5% |
| 7D | +3.5% | -20.9% | +24.4% | +4.2% |
| 30D | +11.6% | -15.6% | +27.1% | +12.0% |
| 3M | +7.6% | -19.1% | +26.7% | +8.0% |
| 6M | +10.0% | +14.2% | -4.2% | +8.7% |
| YTD | +19.7% | -27.4% | +47.2% | +20.0% |
| 1Y | +23.5% | -13.0% | +36.5% | +22.7% |
| 3Y | +44.0% | -11.2% | +55.2% | +40.4% |
| 5Y | +42.7% | -45.2% | +87.9% | +38.4% |
| All | +115.2% | +823.0% | -707.8% | +72.1% |
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 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