+26.9%
XLV vs MDB
+18.3%
+8.6%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | -1.0% |
| 7D | +0.2% | -17.4% | +17.6% | +0.3% |
| 30D | +4.4% | -2.0% | +6.5% | +4.4% |
| 3M | +13.2% | -3.0% | +16.2% | +13.2% |
| 6M | +10.1% | +48.7% | -38.6% | +9.3% |
| YTD | +11.7% | -12.1% | +23.8% | +11.6% |
| 1Y | +26.9% | +14.5% | +12.4% | +26.3% |
| All | +26.9% | +18.3% | +8.6% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling