+192.7%
XLE vs MPC
+2,885.5%
-2,692.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -1.0% |
| 7D | -10.3% | -12.8% | +2.5% | -3.9% |
| 30D | -3.3% | -12.7% | +9.4% | +3.3% |
| 3M | +8.2% | +27.1% | -18.9% | -5.0% |
| 6M | +5.0% | +45.8% | -40.8% | -14.4% |
| YTD | +40.6% | +134.7% | -94.1% | -10.9% |
| 1Y | +45.0% | +106.0% | -61.0% | -1.9% |
| 3Y | +56.3% | +165.5% | -109.2% | -9.8% |
| 5Y | +152.2% | +540.9% | -388.7% | -6.8% |
| 10Y | +173.0% | +1,133.6% | -960.6% | -30.5% |
| All | +192.7% | +2,885.5% | -2,692.8% | -54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling