+174.3%
XLF vs MP
+268.3%
-94.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +1.7% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | +6.5% | -21.0% | +27.5% | +8.4% |
| 3M | +1.2% | -33.3% | +34.5% | +4.2% |
| 6M | +14.6% | -45.9% | +60.5% | +19.3% |
| YTD | +7.7% | -27.8% | +35.6% | +8.5% |
| 1Y | +11.8% | -43.2% | +55.0% | +14.7% |
| 3Y | +80.1% | +144.0% | -64.0% | +49.4% |
| 5Y | +59.0% | -6.1% | +65.1% | +43.5% |
| All | +174.3% | +268.3% | -94.0% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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