+113.2%
MPC vs XRT
+12.4%
+100.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.1% |
| 7D | +9.4% | -0.4% | +9.9% | +9.2% |
| 30D | -13.4% | +7.5% | -21.0% | -11.9% |
| 3M | +18.9% | +2.3% | +16.5% | +20.2% |
| 6M | +64.9% | +12.8% | +52.1% | +68.7% |
| YTD | +156.8% | +7.1% | +149.8% | +164.7% |
| 1Y | +113.2% | +12.3% | +100.9% | +116.3% |
| All | +113.2% | +12.4% | +100.8% | +116.3% |
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