-7.8%
MP vs XLB
+32.3%
-40.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.9% | -3.1% | -1.8% |
| 7D | -19.0% | -0.4% | -18.6% | -18.9% |
| 30D | -30.5% | +5.2% | -35.7% | -35.7% |
| 3M | -29.6% | -0.1% | -29.4% | -29.4% |
| 6M | -50.4% | +2.4% | -52.8% | -52.5% |
| YTD | -33.2% | +16.9% | -50.1% | -47.3% |
| 1Y | -38.6% | +25.0% | -63.6% | -56.3% |
| 3Y | +105.5% | +40.7% | +64.8% | +20.7% |
| 5Y | -7.8% | +31.6% | -39.5% | -35.9% |
| All | -7.8% | +32.3% | -40.1% | -35.9% |
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