+117.2%
MPC vs XYZ
+19.9%
+97.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +15.3% | -23.4% | -6.2% |
| 7D | -10.9% | +16.5% | -27.4% | -9.0% |
| 30D | -9.4% | +15.0% | -24.4% | -7.5% |
| 3M | +26.0% | +3.5% | +22.4% | +27.8% |
| 6M | +56.5% | +21.9% | +34.6% | +60.7% |
| YTD | +144.3% | +34.6% | +109.6% | +148.3% |
| 1Y | +117.2% | +20.7% | +96.5% | +119.7% |
| All | +117.2% | +19.9% | +97.4% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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