+33.6%
XLY vs MDB
-5.2%
+38.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.3% |
| 7D | -1.7% | -1.8% | +0.1% | -1.5% |
| 30D | -4.2% | -17.3% | +13.1% | -2.3% |
| 3M | -2.7% | +2.2% | -4.9% | -3.6% |
| 6M | -0.6% | +33.9% | -34.5% | -5.7% |
| YTD | -5.0% | -13.7% | +8.7% | -5.2% |
| 1Y | -4.1% | +9.1% | -13.2% | -7.7% |
| 3Y | +33.6% | -8.1% | +41.7% | +24.1% |
| All | +33.6% | -5.2% | +38.8% | +24.1% |
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