+3,005.7%
MPC vs XRT
+327.5%
+2,678.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.1% | -2.0% |
| 7D | -12.8% | +2.3% | -15.1% | -14.6% |
| 30D | -12.7% | +9.8% | -22.5% | -18.8% |
| 3M | +27.1% | -0.2% | +27.2% | +25.6% |
| 6M | +45.8% | +8.4% | +37.4% | +34.9% |
| YTD | +134.7% | +7.5% | +127.2% | +116.3% |
| 1Y | +106.0% | +13.2% | +92.9% | +82.5% |
| 3Y | +165.5% | +52.0% | +113.5% | +84.4% |
| 5Y | +540.9% | -3.2% | +544.1% | +495.9% |
| 10Y | +1,133.6% | +157.1% | +976.5% | +314.3% |
| All | +3,005.7% | +327.5% | +2,678.2% | +503.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling