+99.8%
XLC vs MP
+240.8%
-141.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.5% | -0.1% |
| 7D | +3.1% | -19.0% | +22.1% | +4.8% |
| 30D | -6.5% | -30.5% | +23.9% | -3.8% |
| 3M | -5.6% | -29.6% | +24.0% | -3.1% |
| 6M | -9.2% | -50.4% | +41.2% | -4.6% |
| YTD | -10.6% | -33.2% | +22.7% | -9.2% |
| 1Y | -6.9% | -38.6% | +31.7% | -5.1% |
| 3Y | +59.9% | +105.5% | -45.6% | +33.9% |
| 5Y | +34.7% | -7.8% | +42.5% | +22.3% |
| All | +99.8% | +240.8% | -141.0% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling