+167.0%
MPC vs XRT
+52.2%
+114.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -3.0% |
| 7D | -12.8% | +2.3% | -15.1% | -13.6% |
| 30D | -12.7% | +9.8% | -22.5% | -15.8% |
| 3M | +27.1% | -0.2% | +27.2% | +26.9% |
| 6M | +45.8% | +8.4% | +37.4% | +40.1% |
| YTD | +134.7% | +7.5% | +127.2% | +125.4% |
| 1Y | +106.0% | +13.2% | +92.9% | +92.1% |
| All | +167.0% | +52.2% | +114.8% | +102.9% |
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