+534.5%
MPC vs XHB
+33.2%
+501.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -16.2% | +1.3% | -17.5% | -16.6% |
| 30D | -15.7% | +7.8% | -23.5% | -17.6% |
| 3M | +24.9% | -5.5% | +30.4% | +26.2% |
| 6M | +52.7% | -2.6% | +55.2% | +51.8% |
| YTD | +131.9% | +0.4% | +131.5% | +126.3% |
| 1Y | +96.6% | -1.0% | +97.6% | +92.6% |
| 3Y | +163.8% | +37.3% | +126.5% | +126.9% |
| All | +534.5% | +33.2% | +501.3% | +426.4% |
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 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