+1,079.5%
MPC vs XRT
+149.4%
+930.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.2% |
| 7D | -16.2% | +0.9% | -17.1% | -17.0% |
| 30D | -15.7% | +7.9% | -23.7% | -20.2% |
| 3M | +24.9% | -0.2% | +25.1% | +23.7% |
| 6M | +52.7% | +5.6% | +47.1% | +44.8% |
| YTD | +131.9% | +5.7% | +126.2% | +118.0% |
| 1Y | +96.6% | +14.6% | +82.1% | +75.0% |
| 3Y | +163.8% | +50.7% | +113.1% | +90.7% |
| 5Y | +533.1% | -4.8% | +538.0% | +511.6% |
| All | +1,079.5% | +149.4% | +930.1% | +307.2% |
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