+123.2%
MPC vs XHB
-15.1%
+138.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +1.8% |
| 7D | +3.9% | +0.2% | +3.7% | +3.9% |
| 30D | +33.8% | -9.1% | +42.8% | +31.3% |
| 3M | +49.9% | -2.3% | +52.2% | +49.0% |
| 6M | +80.9% | -4.1% | +85.1% | +82.4% |
| YTD | +147.4% | -1.7% | +149.1% | +150.6% |
| 1Y | +123.2% | -15.1% | +138.3% | +123.3% |
| All | +123.2% | -15.1% | +138.3% | +123.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling