+267.3%
MP vs XLB
+114.4%
+152.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.3% |
| 7D | +2.3% | -1.6% | +3.9% | +4.8% |
| 30D | -15.3% | +7.2% | -22.5% | -23.3% |
| 3M | -33.5% | 0.0% | -33.6% | -33.6% |
| 6M | -45.5% | +2.3% | -47.8% | -47.5% |
| YTD | -27.3% | +18.4% | -45.7% | -42.6% |
| 1Y | -40.7% | +23.3% | -64.0% | -55.9% |
| 3Y | +145.9% | +45.2% | +100.7% | +46.4% |
| 5Y | -13.9% | +31.0% | -44.9% | -39.3% |
| All | +267.3% | +114.4% | +152.9% | +77.1% |
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