+163.8%
MPC vs XYZ
+73.8%
+90.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.3% |
| 7D | -16.2% | +12.1% | -28.3% | -16.9% |
| 30D | -15.7% | +12.4% | -28.1% | -16.5% |
| 3M | +24.9% | +8.2% | +16.7% | +24.0% |
| 6M | +52.7% | +20.7% | +32.0% | +49.6% |
| YTD | +131.9% | +31.3% | +100.5% | +123.9% |
| 1Y | +96.6% | +20.5% | +76.1% | +91.8% |
| 3Y | +163.8% | +72.6% | +91.2% | +121.4% |
| All | +163.8% | +73.8% | +90.0% | +121.4% |
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 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