-37.3%
MP vs XLB
+21.4%
-58.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.2% | +3.5% |
| 7D | +11.0% | 0.0% | +11.0% | +10.9% |
| 30D | -11.7% | +5.3% | -17.0% | -17.4% |
| 3M | -30.8% | 0.0% | -30.8% | -30.9% |
| 6M | -42.9% | +1.2% | -44.1% | -43.8% |
| YTD | -25.9% | +16.9% | -42.8% | -36.4% |
| 1Y | -37.3% | +20.9% | -58.2% | -47.4% |
| All | -37.3% | +21.4% | -58.7% | -47.4% |
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 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