+180.6%
MPC vs XRT
+41.8%
+138.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +5.4% | +0.8% | +4.6% | +5.1% |
| 30D | +31.0% | -4.2% | +35.2% | +33.0% |
| 3M | +46.0% | +5.1% | +40.9% | +42.4% |
| 6M | +77.3% | +2.4% | +74.9% | +74.2% |
| YTD | +141.9% | +3.2% | +138.7% | +136.5% |
| 1Y | +120.9% | +1.5% | +119.4% | +117.2% |
| All | +180.6% | +41.8% | +138.9% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling