+310.7%
XLE vs MP
+262.7%
+48.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.1% | +0.3% | -4.3% |
| 7D | -7.2% | -12.5% | +5.3% | -6.1% |
| 30D | +0.1% | -23.3% | +23.4% | +2.3% |
| 3M | +9.2% | -24.4% | +33.5% | +11.4% |
| 6M | +8.4% | -45.8% | +54.1% | +13.3% |
| YTD | +44.9% | -28.9% | +73.8% | +45.9% |
| 1Y | +49.9% | -34.6% | +84.4% | +51.5% |
| 3Y | +61.1% | +118.7% | -57.6% | +30.1% |
| 5Y | +163.4% | -3.1% | +166.4% | +130.2% |
| All | +310.7% | +262.7% | +48.0% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling