+43.3%
XLP vs MTB
+65.0%
-21.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.5% | -2.0% | +1.4% | -0.2% |
| 30D | +8.3% | +0.1% | +8.2% | +8.3% |
| 3M | +8.7% | -12.1% | +20.8% | +10.7% |
| 6M | +11.2% | +7.3% | +3.9% | +10.0% |
| YTD | +20.0% | +11.5% | +8.5% | +17.9% |
| 1Y | +21.3% | +21.3% | +0.1% | +17.8% |
| 3Y | +43.8% | +104.1% | -60.3% | +27.0% |
| 5Y | +43.3% | +61.8% | -18.5% | +30.8% |
| All | +43.3% | +65.0% | -21.6% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling