+1,079.5%
MPC vs XLB
+170.1%
+909.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.5% |
| 7D | -16.2% | -1.5% | -14.7% | -15.2% |
| 30D | -15.7% | +6.1% | -21.8% | -21.2% |
| 3M | +24.9% | 0.0% | +24.9% | +23.5% |
| 6M | +52.7% | 0.0% | +52.7% | +48.8% |
| YTD | +131.9% | +16.0% | +115.8% | +88.6% |
| 1Y | +96.6% | +24.7% | +71.9% | +46.9% |
| 3Y | +163.8% | +40.4% | +123.4% | +69.1% |
| 5Y | +533.1% | +30.7% | +502.5% | +328.3% |
| All | +1,079.5% | +170.1% | +909.3% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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