+1,098.3%
MPC vs XRT
+147.6%
+950.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -8.8% | +4.1% | -12.9% | -11.4% |
| 30D | -14.4% | +9.9% | -24.3% | -19.8% |
| 3M | +21.9% | +2.3% | +19.7% | +19.1% |
| 6M | +60.1% | +9.6% | +50.5% | +48.5% |
| YTD | +142.3% | +9.1% | +133.2% | +123.5% |
| 1Y | +101.7% | +16.2% | +85.5% | +78.2% |
| 3Y | +184.8% | +60.1% | +124.7% | +98.2% |
| 5Y | +564.6% | -0.5% | +565.1% | +523.1% |
| 10Y | +1,098.3% | +145.1% | +953.2% | +308.0% |
| All | +1,098.3% | +147.6% | +950.8% | +308.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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