+168.6%
XLY vs MDB
+986.0%
-817.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.5% |
| 7D | -2.1% | -4.5% | +2.4% | -1.3% |
| 30D | -6.0% | -14.0% | +8.0% | -4.1% |
| 3M | -2.7% | +5.3% | -8.1% | -4.5% |
| 6M | -1.5% | +31.9% | -33.3% | -8.1% |
| YTD | -5.4% | -14.6% | +9.2% | -5.9% |
| 1Y | -3.8% | +8.2% | -12.1% | -8.9% |
| 3Y | +36.6% | -5.0% | +41.6% | +24.1% |
| 5Y | +27.4% | -24.5% | +51.9% | +9.9% |
| All | +168.6% | +986.0% | -817.4% | +49.3% |
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 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