+33.6%
XLY vs MTB
+114.2%
-80.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -4.2% | -4.8% | +0.6% | -2.4% |
| 3M | -2.7% | +6.0% | -8.6% | -5.0% |
| 6M | -0.6% | +19.6% | -20.3% | -7.6% |
| YTD | -5.0% | +21.5% | -26.5% | -12.5% |
| 1Y | -4.1% | +24.7% | -28.8% | -12.8% |
| 3Y | +33.6% | +108.6% | -75.0% | +2.0% |
| All | +33.6% | +114.2% | -80.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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