+96.6%
MPC vs XLB
+23.8%
+72.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.3% |
| 7D | -16.2% | -1.5% | -14.7% | -16.2% |
| 30D | -15.7% | +6.1% | -21.8% | -15.0% |
| 3M | +24.9% | 0.0% | +24.9% | +25.2% |
| 6M | +52.7% | 0.0% | +52.7% | +54.3% |
| YTD | +131.9% | +16.0% | +115.8% | +120.3% |
| 1Y | +96.6% | +24.7% | +71.9% | +79.0% |
| All | +96.6% | +23.8% | +72.8% | +79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling