+168.7%
XLF vs MP
+459.3%
-290.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.5% |
| 7D | +0.2% | +3.0% | -2.9% | -0.1% |
| 30D | -0.5% | +8.3% | -8.9% | -1.3% |
| 3M | +10.6% | -3.8% | +14.5% | +10.5% |
| 6M | +14.3% | -4.9% | +19.2% | +13.5% |
| YTD | +5.5% | +9.6% | -4.1% | +3.1% |
| 1Y | +9.6% | -11.7% | +21.3% | +7.9% |
| 3Y | +75.2% | +158.5% | -83.3% | +46.8% |
| 5Y | +65.5% | +68.9% | -3.4% | +42.9% |
| All | +168.7% | +459.3% | -290.6% | +102.6% |
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