+58.1%
XLE vs MP
+104.2%
-46.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.1% | -2.8% |
| 7D | -10.3% | -19.0% | +8.7% | -9.7% |
| 30D | -3.3% | -30.5% | +27.2% | -2.2% |
| 3M | +8.2% | -29.6% | +37.8% | +9.2% |
| 6M | +5.0% | -50.4% | +55.5% | +7.4% |
| YTD | +40.6% | -33.2% | +73.8% | +41.0% |
| 1Y | +45.0% | -38.6% | +83.6% | +45.7% |
| All | +58.1% | +104.2% | -46.1% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling