+47.7%
XLE vs MP
-35.6%
+83.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.0% |
| 7D | +5.4% | +9.5% | -4.0% | +5.6% |
| 30D | -3.9% | -3.0% | -1.0% | -4.0% |
| 3M | +7.0% | -30.4% | +37.4% | +6.4% |
| 6M | +14.2% | -39.2% | +53.4% | +14.0% |
| YTD | +48.2% | -23.3% | +71.4% | +46.8% |
| 1Y | +47.7% | -32.6% | +80.3% | +46.3% |
| All | +47.7% | -35.6% | +83.3% | +46.3% |
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