+237.4%
MP vs XRT
+136.9%
+100.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -3.6% |
| 7D | -19.0% | +2.3% | -21.3% | -21.0% |
| 30D | -30.5% | +9.8% | -40.3% | -36.5% |
| 3M | -29.6% | -0.2% | -29.4% | -30.0% |
| 6M | -50.4% | +8.4% | -58.8% | -54.7% |
| YTD | -33.2% | +7.5% | -40.7% | -38.4% |
| 1Y | -38.6% | +13.2% | -51.7% | -46.1% |
| 3Y | +105.5% | +52.0% | +53.5% | +37.1% |
| 5Y | -7.8% | -3.2% | -4.7% | -13.8% |
| All | +237.4% | +136.9% | +100.5% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling