+152.2%
XLE vs MPC
+551.6%
-399.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -0.7% |
| 7D | -10.3% | -12.8% | +2.5% | -3.0% |
| 30D | -3.3% | -12.7% | +9.4% | +4.2% |
| 3M | +8.2% | +27.1% | -18.9% | -7.1% |
| 6M | +5.0% | +45.8% | -40.8% | -17.4% |
| YTD | +40.6% | +134.7% | -94.1% | -18.1% |
| 1Y | +45.0% | +106.0% | -61.0% | -8.7% |
| 3Y | +56.3% | +165.5% | -109.2% | -21.0% |
| 5Y | +152.2% | +540.9% | -388.7% | -37.2% |
| All | +152.2% | +551.6% | -399.4% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling