-38.5%
MP vs XLB
+23.0%
-61.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.4% |
| 7D | +2.3% | -1.6% | +3.9% | +4.4% |
| 30D | -15.3% | +7.2% | -22.5% | -22.4% |
| 3M | -33.5% | 0.0% | -33.6% | -33.6% |
| 6M | -45.5% | +2.3% | -47.8% | -47.0% |
| YTD | -27.3% | +18.4% | -45.7% | -38.5% |
| All | -38.5% | +23.0% | -61.5% | -49.2% |
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