+2,968.0%
MPC vs XLB
+274.9%
+2,693.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +89.7% |
| 1Y | +96.6% | +24.7% | +71.9% | +48.2% |
| 3Y | +163.8% | +40.4% | +123.4% | +72.2% |
| 5Y | +533.1% | +30.7% | +502.5% | +335.5% |
| 10Y | +1,118.6% | +173.3% | +945.4% | +289.8% |
| All | +2,968.0% | +274.9% | +2,693.1% | +583.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling