-34.6%
MP vs XHB
+5.8%
-40.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.4% | -10.5% | -7.6% |
| 7D | -12.5% | +9.7% | -22.3% | -16.7% |
| 30D | -23.3% | +11.7% | -35.0% | -27.6% |
| 3M | -24.4% | -1.4% | -23.0% | -24.3% |
| 6M | -45.8% | +6.8% | -52.5% | -48.0% |
| YTD | -28.9% | +5.5% | -34.4% | -33.5% |
| 1Y | -34.6% | +5.1% | -39.7% | -38.7% |
| All | -34.6% | +5.8% | -40.4% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling