+179.2%
XLE vs MPC
+1,171.2%
-992.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.7% |
| 7D | +5.4% | +11.2% | -5.8% | -0.9% |
| 30D | -3.9% | -14.5% | +10.5% | +4.7% |
| 3M | +7.0% | +16.7% | -9.7% | -2.9% |
| 6M | +14.2% | +67.6% | -53.4% | -16.6% |
| YTD | +48.2% | +157.9% | -109.8% | -16.8% |
| 1Y | +47.7% | +116.7% | -69.0% | -8.3% |
| 3Y | +70.0% | +199.8% | -129.8% | -16.1% |
| 5Y | +169.1% | +604.4% | -435.3% | -20.6% |
| All | +179.2% | +1,171.2% | -992.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling