+11.8%
XLF vs MP
-40.8%
+52.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.6% |
| 7D | +1.9% | -3.6% | +5.5% | +2.0% |
| 30D | +6.5% | -21.0% | +27.5% | +7.1% |
| 3M | +1.2% | -33.3% | +34.5% | +2.1% |
| 6M | +14.6% | -45.9% | +60.5% | +16.2% |
| YTD | +7.7% | -27.8% | +35.6% | +6.5% |
| 1Y | +11.8% | -43.2% | +55.0% | +11.7% |
| All | +11.8% | -40.8% | +52.5% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling