+1,106.5%
MPC vs XHB
+211.8%
+894.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.3% |
| 7D | +5.4% | -1.3% | +6.7% | +6.2% |
| 30D | +31.0% | -6.9% | +37.9% | +36.4% |
| 3M | +46.0% | -1.3% | +47.3% | +44.4% |
| 6M | +77.3% | -6.8% | +84.1% | +78.6% |
| YTD | +141.9% | +0.7% | +141.2% | +129.9% |
| 1Y | +120.9% | -11.2% | +132.2% | +127.6% |
| 3Y | +182.7% | +25.3% | +157.4% | +113.8% |
| 5Y | +646.4% | +37.3% | +609.1% | +397.7% |
| All | +1,106.5% | +211.8% | +894.7% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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