+267.3%
MP vs XRT
+140.3%
+127.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +2.3% | -1.4% | +3.7% | +3.7% |
| 30D | -15.3% | +9.8% | -25.1% | -22.5% |
| 3M | -33.5% | +3.3% | -36.8% | -35.9% |
| 6M | -45.5% | +13.6% | -59.1% | -52.2% |
| YTD | -27.3% | +9.1% | -36.4% | -33.8% |
| 1Y | -40.7% | +15.1% | -55.8% | -48.8% |
| 3Y | +145.9% | +59.9% | +85.9% | +56.6% |
| 5Y | -13.9% | -1.7% | -12.2% | -20.6% |
| All | +267.3% | +140.3% | +127.0% | +81.2% |
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