+1,116.6%
MPC vs XLB
+161.2%
+955.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.7% |
| 7D | +5.4% | -1.4% | +6.8% | +6.9% |
| 30D | +31.0% | -0.4% | +31.4% | +31.1% |
| 3M | +46.0% | +2.0% | +44.1% | +40.8% |
| 6M | +77.3% | +1.8% | +75.5% | +69.0% |
| YTD | +141.9% | +16.6% | +125.3% | +97.3% |
| 1Y | +120.9% | +16.9% | +104.0% | +78.4% |
| 3Y | +182.7% | +32.6% | +150.1% | +94.4% |
| 5Y | +646.4% | +35.6% | +610.8% | +383.9% |
| All | +1,116.6% | +161.2% | +955.4% | +241.5% |
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