-34.6%
MP vs XRT
+18.0%
-52.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +5.5% | -10.6% | -7.9% |
| 7D | -12.5% | +8.0% | -20.6% | -16.4% |
| 30D | -23.3% | +13.0% | -36.4% | -28.9% |
| 3M | -24.4% | +1.7% | -26.1% | -25.2% |
| 6M | -45.8% | +12.6% | -58.3% | -50.5% |
| YTD | -28.9% | +10.7% | -39.6% | -36.1% |
| 1Y | -34.6% | +18.4% | -53.0% | -42.5% |
| All | -34.6% | +18.0% | -52.6% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling