+43.4%
XLP vs MTB
+105.4%
-62.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.5% | -2.0% | +1.4% | -0.3% |
| 30D | +8.3% | +0.1% | +8.2% | +8.3% |
| 3M | +8.7% | -12.1% | +20.8% | +10.2% |
| 6M | +11.2% | +7.3% | +3.9% | +10.5% |
| YTD | +20.0% | +11.5% | +8.5% | +18.6% |
| 1Y | +21.3% | +21.3% | +0.1% | +18.9% |
| All | +43.4% | +105.4% | -62.0% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling