+1,106.2%
MPC vs XLB
+173.6%
+932.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +2.6% |
| 7D | -9.4% | -1.4% | -8.1% | -8.3% |
| 30D | -14.3% | +7.1% | -21.4% | -20.7% |
| 3M | +31.1% | +0.6% | +30.5% | +29.0% |
| 6M | +60.3% | +3.5% | +56.8% | +50.6% |
| YTD | +142.5% | +18.2% | +124.3% | +93.6% |
| 1Y | +104.6% | +25.6% | +79.0% | +52.0% |
| 3Y | +191.7% | +46.7% | +145.0% | +78.1% |
| 5Y | +549.2% | +30.9% | +518.3% | +341.0% |
| 10Y | +1,106.2% | +167.7% | +938.5% | +218.3% |
| All | +1,106.2% | +173.6% | +932.6% | +218.3% |
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