-15.1%
MP vs XEL
+46.6%
-61.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.9% | +5.8% | +5.1% |
| 7D | -10.5% | -0.2% | -10.3% | -10.5% |
| 30D | -23.5% | +10.0% | -33.5% | -25.2% |
| 3M | -25.4% | +4.3% | -29.8% | -26.3% |
| 6M | -51.3% | +0.5% | -51.7% | -51.5% |
| YTD | -29.9% | +10.4% | -40.3% | -32.3% |
| 1Y | -31.8% | +2.0% | -33.8% | -32.7% |
| 3Y | +127.0% | +45.6% | +81.4% | +93.0% |
| All | -15.1% | +46.6% | -61.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling