+264.6%
MP vs XLB
+113.7%
+150.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.2% |
| 7D | -3.6% | +0.5% | -4.1% | -4.4% |
| 30D | -21.0% | +6.9% | -27.9% | -28.2% |
| 3M | -33.3% | -0.2% | -33.1% | -33.2% |
| 6M | -45.9% | +3.3% | -49.2% | -48.7% |
| YTD | -27.8% | +18.0% | -45.9% | -42.7% |
| 1Y | -43.2% | +24.2% | -67.4% | -58.2% |
| 3Y | +144.0% | +44.7% | +99.3% | +46.0% |
| 5Y | -6.1% | +31.6% | -37.7% | -34.0% |
| All | +264.6% | +113.7% | +150.9% | +76.6% |
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 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