+134.0%
XLC vs MPC
+575.6%
-441.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +6.2% | -8.8% | +15.1% | +7.9% |
| 30D | -2.4% | -14.4% | +12.0% | +0.3% |
| 3M | -3.3% | +21.9% | -25.3% | -7.6% |
| 6M | -7.3% | +60.1% | -67.4% | -16.5% |
| YTD | -7.6% | +142.3% | -149.9% | -24.4% |
| 1Y | -3.7% | +101.7% | -105.4% | -18.1% |
| 3Y | +62.9% | +184.8% | -121.9% | +25.7% |
| 5Y | +41.6% | +564.6% | -523.0% | -11.6% |
| All | +134.0% | +575.6% | -441.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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