+43.0%
XLC vs MPC
+586.3%
-543.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.3% |
| 7D | +3.5% | +2.6% | +0.9% | +3.1% |
| 30D | -2.6% | -12.2% | +9.6% | -1.0% |
| 3M | -2.1% | +20.1% | -22.1% | -5.2% |
| 6M | -5.5% | +60.6% | -66.1% | -12.9% |
| YTD | -6.9% | +150.6% | -157.5% | -21.6% |
| 1Y | -3.7% | +104.7% | -108.4% | -15.7% |
| 3Y | +64.2% | +194.5% | -130.3% | +29.6% |
| 5Y | +43.0% | +582.3% | -539.2% | -11.7% |
| All | +43.0% | +586.3% | -543.3% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling