+311.8%
XLE vs MP
+450.8%
-139.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.0% |
| 7D | +2.2% | -2.9% | +5.1% | +2.5% |
| 30D | +11.8% | +13.8% | -2.0% | +10.3% |
| 3M | +9.8% | -16.7% | +26.5% | +11.1% |
| 6M | +15.6% | -11.5% | +27.1% | +15.4% |
| YTD | +45.3% | +7.9% | +37.3% | +41.4% |
| 1Y | +48.3% | -15.0% | +63.3% | +46.0% |
| 3Y | +55.4% | +153.5% | -98.1% | +25.8% |
| 5Y | +216.1% | +58.7% | +157.4% | +164.3% |
| All | +311.8% | +450.8% | -139.0% | +165.7% |
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