+254.1%
MP vs XLB
+110.1%
+144.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.9% |
| 7D | -10.5% | -1.5% | -9.0% | -9.0% |
| 30D | -23.5% | +6.1% | -29.6% | -29.8% |
| 3M | -25.4% | 0.0% | -25.5% | -25.5% |
| 6M | -51.3% | 0.0% | -51.2% | -51.6% |
| YTD | -29.9% | +16.0% | -45.9% | -43.1% |
| 1Y | -31.8% | +24.7% | -56.6% | -50.0% |
| 3Y | +127.0% | +40.4% | +86.6% | +41.2% |
| 5Y | -3.3% | +30.7% | -33.9% | -31.1% |
| All | +254.1% | +110.1% | +144.0% | +75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling