+101.9%
MPC vs XRT
+16.2%
+85.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +5.4% |
| 7D | -9.4% | +2.5% | -11.9% | -8.6% |
| 30D | -14.3% | +10.3% | -24.7% | -12.3% |
| 3M | +31.1% | +2.4% | +28.7% | +32.7% |
| 6M | +60.3% | +10.0% | +50.3% | +64.1% |
| YTD | +142.5% | +9.5% | +133.0% | +150.9% |
| All | +101.9% | +16.2% | +85.7% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling