+30.8%
XLV vs MDB
-5.2%
+35.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -1.8% | -17.3% | +15.4% | -1.3% |
| 3M | +7.8% | +2.2% | +5.6% | +7.5% |
| 6M | +9.1% | +33.9% | -24.8% | +7.5% |
| YTD | +7.7% | -13.7% | +21.4% | +7.7% |
| 1Y | +20.4% | +9.1% | +11.4% | +19.1% |
| 3Y | +30.8% | -8.1% | +38.9% | +27.9% |
| All | +30.8% | -5.2% | +35.9% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling