+54.6%
XLE vs MP
+154.2%
-99.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +2.2% | -2.9% | +5.1% | +2.3% |
| 30D | +11.8% | +13.8% | -2.0% | +11.1% |
| 3M | +9.8% | -16.7% | +26.5% | +10.5% |
| 6M | +15.6% | -11.5% | +27.1% | +15.6% |
| YTD | +45.3% | +7.9% | +37.3% | +43.4% |
| 1Y | +48.3% | -15.0% | +63.3% | +47.2% |
| All | +54.6% | +154.2% | -99.6% | +32.6% |
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