-15.1%
MP vs XHB
+33.2%
-48.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +6.1% |
| 7D | -10.5% | +1.3% | -11.8% | -12.0% |
| 30D | -23.5% | +7.8% | -31.3% | -28.4% |
| 3M | -25.4% | -5.5% | -20.0% | -22.5% |
| 6M | -51.3% | -2.6% | -48.7% | -51.1% |
| YTD | -29.9% | +0.4% | -30.3% | -32.2% |
| 1Y | -31.8% | -1.0% | -30.9% | -33.7% |
| 3Y | +127.0% | +37.3% | +89.7% | +51.7% |
| All | -15.1% | +33.2% | -48.3% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling