+41.0%
XLE vs MP
-38.7%
+79.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.6% | -6.1% | +0.6% |
| 7D | -7.9% | -1.6% | -6.3% | -8.0% |
| 30D | -4.8% | -18.2% | +13.4% | -5.2% |
| 3M | +8.4% | -26.1% | +34.5% | +7.8% |
| 6M | +12.7% | -44.0% | +56.7% | +12.5% |
| YTD | +41.3% | -25.3% | +66.6% | +40.0% |
| All | +41.0% | -38.7% | +79.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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