+46.3%
XLU vs MTB
+114.2%
-67.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -3.3% | -4.8% | +1.5% | -2.5% |
| 3M | -3.2% | +6.0% | -9.1% | -4.2% |
| 6M | -7.0% | +19.6% | -26.6% | -9.8% |
| YTD | +0.6% | +21.5% | -20.8% | -3.1% |
| 1Y | +2.4% | +24.7% | -22.3% | -1.9% |
| 3Y | +46.3% | +108.6% | -62.3% | +19.7% |
| All | +46.3% | +114.2% | -67.9% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling