+642.2%
MPC vs XYZ
-69.4%
+711.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +31.1% |
| 3M | +46.0% | +16.7% | +29.3% | +43.3% |
| 6M | +77.3% | +26.9% | +50.5% | +71.9% |
| YTD | +141.9% | +27.1% | +114.8% | +133.5% |
| 1Y | +120.9% | +9.3% | +111.7% | +116.4% |
| 3Y | +182.7% | +42.3% | +140.4% | +160.6% |
| All | +642.2% | -69.4% | +711.6% | +710.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling