+100.7%
XLC vs MP
+257.7%
-157.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | 0.0% |
| 7D | +4.9% | -10.5% | +15.4% | +5.8% |
| 30D | -5.8% | -23.5% | +17.7% | -3.8% |
| 3M | -5.4% | -25.4% | +20.0% | -3.5% |
| 6M | -10.2% | -51.3% | +41.1% | -5.5% |
| YTD | -10.2% | -29.9% | +19.7% | -9.2% |
| 1Y | -5.6% | -31.8% | +26.2% | -4.7% |
| 3Y | +61.0% | +127.0% | -66.0% | +33.4% |
| 5Y | +35.2% | -3.3% | +38.5% | +22.4% |
| All | +100.7% | +257.7% | -157.0% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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