+44.4%
XLU vs MDB
-22.0%
+66.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.3% | -1.0% |
| 7D | -1.2% | -2.8% | +1.6% | -1.1% |
| 30D | -2.5% | -14.9% | +12.3% | -2.3% |
| 3M | -2.7% | +7.3% | -10.1% | -3.0% |
| 6M | -7.5% | +38.2% | -45.6% | -8.3% |
| YTD | +0.9% | -10.9% | +11.9% | +1.0% |
| 1Y | +3.3% | +11.6% | -8.3% | +2.5% |
| 3Y | +47.3% | -0.9% | +48.2% | +44.7% |
| 5Y | +44.4% | -23.5% | +67.9% | +36.7% |
| All | +44.4% | -22.0% | +66.4% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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