+35.5%
XLV vs MDB
-25.4%
+60.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -3.6% | -1.8% | -1.8% | -3.5% |
| 30D | -1.8% | -17.3% | +15.4% | -1.0% |
| 3M | +7.8% | +2.2% | +5.6% | +7.3% |
| 6M | +9.1% | +33.9% | -24.8% | +6.6% |
| YTD | +7.7% | -13.7% | +21.4% | +7.6% |
| 1Y | +20.4% | +9.1% | +11.4% | +18.3% |
| 3Y | +30.8% | -8.1% | +38.9% | +26.7% |
| All | +35.5% | -25.4% | +60.9% | +27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling