+180.6%
MPC vs XYZ
+42.3%
+138.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +5.4% | -1.0% | +6.4% | +5.5% |
| 30D | +31.0% | -1.7% | +32.7% | +31.0% |
| 3M | +46.0% | +16.7% | +29.3% | +43.8% |
| 6M | +77.3% | +26.9% | +50.5% | +72.8% |
| YTD | +141.9% | +27.1% | +114.8% | +134.7% |
| 1Y | +120.9% | +9.3% | +111.7% | +117.8% |
| All | +180.6% | +42.3% | +138.3% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling