+1,096.1%
XLY vs MTB
+926.1%
+169.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | -3.9% | -0.4% | -3.4% | -3.7% |
| 30D | -6.1% | -4.6% | -1.5% | -4.4% |
| 3M | -1.2% | +7.4% | -8.6% | -4.0% |
| 6M | -1.8% | +18.7% | -20.5% | -8.3% |
| YTD | -5.9% | +21.1% | -26.9% | -12.9% |
| 1Y | -3.1% | +24.1% | -27.2% | -11.4% |
| 3Y | +36.0% | +115.3% | -79.4% | -1.1% |
| 5Y | +27.6% | +106.0% | -78.5% | -8.4% |
| 10Y | +216.8% | +171.6% | +45.2% | +85.0% |
| All | +1,096.1% | +926.1% | +169.9% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling