+61.0%
XLC vs MP
+114.3%
-53.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | +0.2% |
| 7D | +4.9% | -10.5% | +15.4% | +5.3% |
| 30D | -5.8% | -23.5% | +17.7% | -4.9% |
| 3M | -5.4% | -25.4% | +20.0% | -4.5% |
| 6M | -10.2% | -51.3% | +41.1% | -7.9% |
| YTD | -10.2% | -29.9% | +19.7% | -9.7% |
| 1Y | -5.6% | -31.8% | +26.2% | -5.1% |
| 3Y | +61.0% | +127.0% | -66.0% | +43.4% |
| All | +61.0% | +114.3% | -53.4% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling