+1,134.0%
MPC vs XRT
+123.1%
+1,010.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.4% | +3.6% |
| 7D | +3.9% | -0.3% | +4.1% | +4.0% |
| 30D | +33.8% | -5.6% | +39.4% | +38.4% |
| 3M | +49.9% | +2.5% | +47.3% | +46.3% |
| 6M | +80.9% | +3.7% | +77.3% | +73.7% |
| YTD | +147.4% | +1.0% | +146.5% | +141.3% |
| 1Y | +123.2% | -1.2% | +124.4% | +119.7% |
| 3Y | +171.7% | +43.4% | +128.4% | +103.5% |
| 5Y | +678.6% | -0.7% | +679.3% | +619.6% |
| 10Y | +1,134.0% | +123.7% | +1,010.3% | +354.1% |
| All | +1,134.0% | +123.1% | +1,010.9% | +354.1% |
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