+127.0%
MP vs XLB
+39.6%
+87.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.9% |
| 7D | -10.5% | -1.5% | -9.0% | -9.1% |
| 30D | -23.5% | +6.1% | -29.6% | -29.4% |
| 3M | -25.4% | 0.0% | -25.5% | -25.4% |
| 6M | -51.3% | 0.0% | -51.2% | -51.5% |
| YTD | -29.9% | +16.0% | -45.9% | -42.1% |
| 1Y | -31.8% | +24.7% | -56.6% | -48.8% |
| 3Y | +127.0% | +40.4% | +86.6% | +43.2% |
| All | +127.0% | +39.6% | +87.4% | +43.2% |
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 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