-34.6%
MP vs XLB
+29.8%
-64.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.6% | -8.0% |
| 7D | -12.5% | +3.9% | -16.5% | -17.0% |
| 30D | -23.3% | +8.9% | -32.2% | -31.4% |
| 3M | -24.4% | +4.1% | -28.5% | -28.0% |
| 6M | -45.8% | +7.3% | -53.1% | -50.7% |
| YTD | -28.9% | +20.4% | -49.3% | -43.7% |
| 1Y | -34.6% | +29.5% | -64.1% | -53.6% |
| All | -34.6% | +29.8% | -64.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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