+552.8%
XLP vs MTB
+834.8%
-282.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +0.7% | -1.3% | +2.1% | +1.0% |
| 30D | +10.3% | +0.5% | +9.7% | +10.1% |
| 3M | +6.5% | -12.4% | +18.9% | +9.3% |
| 6M | +8.4% | +1.5% | +6.9% | +7.9% |
| YTD | +18.2% | +10.3% | +7.9% | +15.5% |
| 1Y | +22.4% | +22.2% | +0.2% | +17.2% |
| 3Y | +41.9% | +96.9% | -55.0% | +21.4% |
| 5Y | +40.9% | +64.3% | -23.4% | +22.5% |
| 10Y | +128.4% | +137.8% | -9.5% | +73.7% |
| All | +552.8% | +834.8% | -282.0% | +228.9% |
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