+133.6%
XLC vs MPC
+616.0%
-482.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -1.4% |
| 7D | +3.1% | +9.4% | -6.3% | +1.3% |
| 30D | -4.2% | -13.4% | +9.2% | -1.8% |
| 3M | -2.1% | +18.9% | -21.0% | -6.0% |
| 6M | -6.6% | +64.9% | -71.5% | -16.3% |
| YTD | -7.8% | +156.8% | -164.6% | -25.4% |
| 1Y | -4.1% | +113.2% | -117.3% | -19.3% |
| 3Y | +62.6% | +201.8% | -139.2% | +24.1% |
| 5Y | +39.6% | +601.4% | -561.7% | -13.8% |
| All | +133.6% | +616.0% | -482.4% | +38.9% |
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