+254.1%
MP vs XRT
+132.8%
+121.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.7% | +6.5% |
| 7D | -10.5% | +0.9% | -11.4% | -11.8% |
| 30D | -23.5% | +7.9% | -31.5% | -29.2% |
| 3M | -25.4% | -0.2% | -25.3% | -26.0% |
| 6M | -51.3% | +5.6% | -56.8% | -54.4% |
| YTD | -29.9% | +5.7% | -35.6% | -34.5% |
| 1Y | -31.8% | +14.6% | -46.4% | -41.0% |
| 3Y | +127.0% | +50.7% | +76.3% | +52.4% |
| 5Y | -3.3% | -4.8% | +1.6% | -8.2% |
| All | +254.1% | +132.8% | +121.3% | +79.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling