+128.8%
XLP vs MTB
+136.2%
-7.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.5% |
| 7D | +0.1% | -0.8% | +0.8% | +0.2% |
| 30D | +8.9% | +2.4% | +6.5% | +8.5% |
| 3M | +7.5% | -10.5% | +18.0% | +9.6% |
| 6M | +9.4% | +6.4% | +3.0% | +8.1% |
| YTD | +19.3% | +12.8% | +6.4% | +16.4% |
| 1Y | +21.7% | +23.3% | -1.5% | +16.8% |
| 3Y | +44.0% | +108.2% | -64.3% | +23.3% |
| 5Y | +42.8% | +68.6% | -25.8% | +25.0% |
| 10Y | +128.8% | +125.3% | +3.5% | +98.5% |
| All | +128.8% | +136.2% | -7.4% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling