+108.7%
XLU vs MDB
+978.8%
-870.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.3% | +1.0% |
| 7D | +2.1% | -18.0% | +20.1% | +2.7% |
| 30D | -0.4% | -10.7% | +10.4% | -0.1% |
| 3M | +0.5% | +1.0% | -0.5% | +0.2% |
| 6M | -5.8% | +31.6% | -37.4% | -7.2% |
| YTD | +3.1% | -15.2% | +18.3% | +3.1% |
| 1Y | +8.1% | +10.1% | -2.0% | +6.7% |
| 3Y | +50.5% | -5.6% | +56.2% | +46.9% |
| 5Y | +44.7% | -24.5% | +69.2% | +38.2% |
| All | +108.7% | +978.8% | -870.1% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling