+173.9%
XLE vs MPC
+1,145.2%
-971.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | -0.1% |
| 7D | -0.2% | +2.6% | -2.8% | -1.8% |
| 30D | -4.0% | -12.2% | +8.2% | +3.0% |
| 3M | +4.6% | +20.1% | -15.4% | -6.8% |
| 6M | +12.3% | +60.6% | -48.3% | -16.0% |
| YTD | +44.5% | +150.6% | -106.0% | -17.5% |
| 1Y | +42.4% | +104.7% | -62.2% | -8.6% |
| 3Y | +67.0% | +194.5% | -127.5% | -16.8% |
| 5Y | +161.9% | +582.3% | -420.4% | -21.3% |
| 10Y | +173.9% | +1,135.3% | -961.4% | -44.3% |
| All | +173.9% | +1,145.2% | -971.3% | -44.3% |
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