+1,106.2%
MPC vs XRT
+163.3%
+942.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +2.4% |
| 7D | -9.4% | +2.5% | -11.9% | -11.1% |
| 30D | -14.3% | +10.3% | -24.7% | -19.9% |
| 3M | +31.1% | +2.4% | +28.7% | +27.9% |
| 6M | +60.3% | +10.0% | +50.3% | +48.3% |
| YTD | +142.5% | +9.5% | +133.0% | +123.2% |
| 1Y | +104.6% | +17.2% | +87.4% | +79.8% |
| 3Y | +191.7% | +62.0% | +129.7% | +101.6% |
| 5Y | +549.2% | -2.1% | +551.3% | +518.0% |
| 10Y | +1,106.2% | +152.6% | +953.7% | +311.4% |
| All | +1,106.2% | +163.3% | +942.9% | +311.4% |
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