+167.2%
XLE vs MPC
+1,096.9%
-929.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | -12.0% | -16.2% | +4.2% | -2.7% |
| 30D | -2.7% | -15.7% | +13.0% | +6.9% |
| 3M | +6.6% | +24.9% | -18.3% | -7.2% |
| 6M | +9.5% | +52.7% | -43.1% | -15.6% |
| YTD | +40.6% | +131.9% | -91.3% | -16.0% |
| 1Y | +43.6% | +96.6% | -53.0% | -5.7% |
| 3Y | +58.1% | +163.8% | -105.7% | -15.9% |
| 5Y | +152.2% | +533.1% | -380.9% | -20.7% |
| All | +167.2% | +1,096.9% | -929.7% | -44.0% |
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