+274.5%
MP vs XLB
+111.7%
+162.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +3.7% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -11.7% | +5.3% | -17.0% | -18.1% |
| 3M | -30.8% | 0.0% | -30.8% | -30.9% |
| 6M | -42.9% | +1.2% | -44.1% | -44.3% |
| YTD | -25.9% | +16.9% | -42.8% | -40.4% |
| 1Y | -37.3% | +20.9% | -58.2% | -52.0% |
| 3Y | +150.7% | +43.3% | +107.4% | +51.8% |
| 5Y | -19.3% | +28.3% | -47.6% | -41.6% |
| All | +274.5% | +111.7% | +162.8% | +83.7% |
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