+7.2%
XLP vs MTB
+23.0%
-15.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.4% | +2.8% | -4.2% | -1.8% |
| 30D | -1.3% | -4.2% | +2.9% | -0.7% |
| 3M | +1.8% | +7.8% | -5.9% | +1.1% |
| 6M | -0.8% | +14.8% | -15.6% | -2.2% |
| YTD | +9.5% | +20.8% | -11.3% | +6.3% |
| 1Y | +7.2% | +23.1% | -15.9% | +3.7% |
| All | +7.2% | +23.0% | -15.9% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling