-15.1%
MP vs XLB
+29.2%
-44.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +6.0% |
| 7D | -10.5% | -1.5% | -9.0% | -8.9% |
| 30D | -23.5% | +6.1% | -29.6% | -30.2% |
| 3M | -25.4% | 0.0% | -25.5% | -25.5% |
| 6M | -51.3% | 0.0% | -51.2% | -51.6% |
| YTD | -29.9% | +16.0% | -45.9% | -44.1% |
| 1Y | -31.8% | +24.7% | -56.6% | -51.3% |
| 3Y | +127.0% | +40.4% | +86.6% | +34.1% |
| All | -15.1% | +29.2% | -44.3% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling