+54.6%
XLE vs MPC
+181.4%
-126.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +2.2% | +5.4% | -3.2% | -0.4% |
| 30D | +11.8% | +31.0% | -19.2% | -2.3% |
| 3M | +9.8% | +46.0% | -36.2% | -9.3% |
| 6M | +15.6% | +77.3% | -61.7% | -13.6% |
| YTD | +45.3% | +141.9% | -96.7% | -7.4% |
| 1Y | +48.3% | +120.9% | -72.6% | -1.5% |
| All | +54.6% | +181.4% | -126.8% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling