+153.3%
MP vs XLB
+32.8%
+120.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.8% |
| 7D | -2.9% | -1.4% | -1.5% | -1.0% |
| 30D | +13.8% | -0.4% | +14.2% | +14.8% |
| 3M | -16.7% | +2.0% | -18.7% | -19.1% |
| 6M | -11.5% | +1.8% | -13.3% | -13.4% |
| YTD | +7.9% | +16.6% | -8.6% | -11.6% |
| 1Y | -15.0% | +16.9% | -32.0% | -31.1% |
| All | +153.3% | +32.8% | +120.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling