+508.9%
XLP vs MTB
+929.7%
-420.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +1.7% | -2.7% | -1.4% |
| 30D | -0.9% | -4.2% | +3.3% | -0.1% |
| 3M | +3.8% | +8.9% | -5.1% | +2.0% |
| 6M | -1.7% | +10.9% | -12.6% | -3.9% |
| YTD | +10.3% | +21.5% | -11.2% | +5.8% |
| 1Y | +7.8% | +21.9% | -14.1% | +3.2% |
| 3Y | +27.2% | +109.2% | -82.0% | +7.4% |
| 5Y | +32.5% | +102.0% | -69.4% | +10.3% |
| 10Y | +101.8% | +171.9% | -70.1% | +49.4% |
| All | +508.9% | +929.7% | -420.7% | +201.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling