+153.3%
MP vs XHB
+26.1%
+127.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +0.8% |
| 7D | -2.9% | -1.3% | -1.6% | -2.1% |
| 30D | +13.8% | -6.9% | +20.7% | +18.9% |
| 3M | -16.7% | -1.3% | -15.4% | -16.7% |
| 6M | -11.5% | -6.8% | -4.7% | -8.4% |
| YTD | +7.9% | +0.7% | +7.2% | +5.3% |
| 1Y | -15.0% | -11.2% | -3.8% | -10.4% |
| All | +153.3% | +26.1% | +127.2% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling