+152.2%
XLE vs MP
-13.9%
+166.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.0% | +3.1% | -2.5% |
| 7D | -10.3% | -19.0% | +8.7% | -8.7% |
| 30D | -3.3% | -30.5% | +27.2% | -0.5% |
| 3M | +8.2% | -29.6% | +37.8% | +10.9% |
| 6M | +5.0% | -50.4% | +55.5% | +10.5% |
| YTD | +40.6% | -33.2% | +73.8% | +42.1% |
| 1Y | +45.0% | -38.6% | +83.6% | +47.2% |
| 3Y | +56.3% | +105.5% | -49.2% | +22.8% |
| 5Y | +152.2% | -7.8% | +160.1% | +119.0% |
| All | +152.2% | -13.9% | +166.2% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling