+130.5%
XLV vs MDB
+986.0%
-855.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -3.7% | -4.5% | +0.9% | -3.4% |
| 30D | -1.1% | -14.0% | +12.9% | -0.2% |
| 3M | +8.2% | +5.3% | +2.9% | +7.4% |
| 6M | +8.9% | +31.9% | -23.0% | +5.6% |
| YTD | +8.5% | -14.6% | +23.1% | +8.3% |
| 1Y | +22.3% | +8.2% | +14.1% | +19.3% |
| 3Y | +32.6% | -5.0% | +37.7% | +26.7% |
| 5Y | +34.4% | -24.5% | +58.9% | +24.6% |
| All | +130.5% | +986.0% | -855.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling