-11.5%
MP vs XLB
+1.1%
-12.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.9% |
| 7D | -2.9% | -1.4% | -1.5% | -1.0% |
| 30D | +13.8% | -0.4% | +14.2% | +14.7% |
| 3M | -16.7% | +2.0% | -18.7% | -18.5% |
| 6M | -11.5% | +1.8% | -13.3% | -13.6% |
| All | -11.5% | +1.1% | -12.5% | -13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling