+180.6%
MPC vs XHB
+26.1%
+154.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +5.4% | -1.3% | +6.7% | +5.7% |
| 30D | +31.0% | -6.9% | +37.9% | +32.8% |
| 3M | +46.0% | -1.3% | +47.3% | +45.2% |
| 6M | +77.3% | -6.8% | +84.1% | +79.4% |
| YTD | +141.9% | +0.7% | +141.2% | +137.0% |
| 1Y | +120.9% | -11.2% | +132.2% | +127.2% |
| All | +180.6% | +26.1% | +154.6% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling