-1.7%
XLC vs MPC
+113.7%
-115.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.1% |
| 7D | +3.7% | +11.2% | -7.5% | +4.5% |
| 30D | -1.9% | -14.5% | +12.6% | -2.9% |
| 3M | -3.1% | +16.7% | -19.8% | -2.1% |
| 6M | -6.4% | +67.6% | -73.9% | -3.4% |
| YTD | -6.8% | +157.9% | -164.8% | -5.4% |
| 1Y | -1.7% | +116.7% | -118.4% | +2.4% |
| All | -1.7% | +113.7% | -115.4% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling