+601.0%
MPC vs XHB
+28.9%
+572.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +11.2% | -0.2% | +11.5% | +11.3% |
| 30D | -14.5% | +9.9% | -24.4% | -16.8% |
| 3M | +16.7% | -6.3% | +23.0% | +18.2% |
| 6M | +67.6% | +3.8% | +63.7% | +63.2% |
| YTD | +157.9% | +0.1% | +157.8% | +151.9% |
| 1Y | +116.7% | -0.8% | +117.5% | +112.0% |
| 3Y | +199.8% | +35.6% | +164.2% | +159.0% |
| All | +601.0% | +28.9% | +572.1% | +495.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling