+61.0%
XLC vs MPC
+160.2%
-99.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +4.9% | -16.2% | +21.1% | +6.3% |
| 30D | -5.8% | -15.7% | +9.9% | -4.7% |
| 3M | -5.4% | +24.9% | -30.3% | -8.1% |
| 6M | -10.2% | +52.7% | -62.8% | -14.8% |
| YTD | -10.2% | +131.9% | -142.0% | -20.8% |
| 1Y | -5.6% | +96.6% | -102.3% | -14.4% |
| 3Y | +61.0% | +163.8% | -102.8% | +35.2% |
| All | +61.0% | +160.2% | -99.2% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling