+640.9%
XLU vs MTB
+921.8%
-280.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.6% | +1.1% | -0.4% | +0.4% |
| 30D | -0.4% | -4.6% | +4.2% | +0.5% |
| 3M | -1.7% | +6.3% | -8.0% | -3.1% |
| 6M | -7.1% | +15.6% | -22.7% | -10.1% |
| YTD | +1.9% | +20.6% | -18.6% | -2.4% |
| 1Y | +6.1% | +22.5% | -16.4% | +1.1% |
| 3Y | +48.8% | +114.4% | -65.7% | +23.9% |
| 5Y | +43.8% | +101.9% | -58.1% | +18.4% |
| 10Y | +143.2% | +170.4% | -27.2% | +77.2% |
| All | +640.9% | +921.8% | -280.8% | +279.2% |
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