+136.0%
XLC vs MPC
+619.1%
-483.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +3.7% | +11.2% | -7.5% | +1.6% |
| 30D | -1.9% | -14.5% | +12.6% | +0.8% |
| 3M | -3.1% | +16.7% | -19.8% | -6.5% |
| 6M | -6.4% | +67.6% | -73.9% | -16.4% |
| YTD | -6.8% | +157.9% | -164.8% | -24.7% |
| 1Y | -1.7% | +116.7% | -118.4% | -17.6% |
| 3Y | +64.7% | +199.8% | -135.1% | +25.8% |
| 5Y | +41.1% | +604.4% | -563.3% | -12.9% |
| All | +136.0% | +619.1% | -483.1% | +40.2% |
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