+1,106.2%
MPC vs XHB
+271.6%
+834.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +2.5% |
| 7D | -9.4% | +1.3% | -10.7% | -10.5% |
| 30D | -14.3% | +11.8% | -26.1% | -20.7% |
| 3M | +31.1% | -3.8% | +34.9% | +32.4% |
| 6M | +60.3% | +4.1% | +56.2% | +51.0% |
| YTD | +142.5% | +4.0% | +138.6% | +123.5% |
| 1Y | +104.6% | +1.6% | +103.0% | +91.0% |
| 3Y | +191.7% | +43.2% | +148.5% | +99.1% |
| 5Y | +549.2% | +35.8% | +513.4% | +339.1% |
| 10Y | +1,106.2% | +259.3% | +846.9% | +237.3% |
| All | +1,106.2% | +271.6% | +834.6% | +237.3% |
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