+191.7%
MPC vs XRT
+58.4%
+133.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +3.4% |
| 7D | -9.4% | +2.5% | -11.9% | -10.2% |
| 30D | -14.3% | +10.3% | -24.7% | -17.4% |
| 3M | +31.1% | +2.4% | +28.7% | +29.8% |
| 6M | +60.3% | +10.0% | +50.3% | +53.4% |
| YTD | +142.5% | +9.5% | +133.0% | +131.6% |
| 1Y | +104.6% | +17.2% | +87.4% | +88.2% |
| 3Y | +191.7% | +62.0% | +129.7% | +118.2% |
| All | +191.7% | +58.4% | +133.3% | +118.2% |
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