+1,106.2%
MPC vs XYZ
+657.6%
+448.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +3.9% |
| 7D | -9.4% | +14.9% | -24.3% | -12.0% |
| 30D | -14.3% | +14.7% | -29.0% | -16.9% |
| 3M | +31.1% | +12.1% | +19.0% | +27.3% |
| 6M | +60.3% | +18.3% | +41.9% | +53.3% |
| YTD | +142.5% | +36.1% | +106.5% | +122.9% |
| 1Y | +104.6% | +35.3% | +69.3% | +87.7% |
| 3Y | +191.7% | +73.5% | +118.2% | +140.6% |
| 5Y | +549.2% | -61.6% | +610.8% | +595.1% |
| 10Y | +1,106.2% | +638.0% | +468.2% | +466.4% |
| All | +1,106.2% | +657.6% | +448.7% | +466.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling