+9.6%
XLF vs MP
-11.6%
+21.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.4% |
| 7D | +0.2% | +3.0% | -2.9% | +0.1% |
| 30D | -0.5% | +8.3% | -8.9% | -0.8% |
| 3M | +10.6% | -3.8% | +14.5% | +10.5% |
| 6M | +14.3% | -4.9% | +19.2% | +13.8% |
| YTD | +5.5% | +9.6% | -4.1% | +4.2% |
| 1Y | +9.6% | -11.7% | +21.3% | +10.5% |
| All | +9.6% | -11.6% | +21.2% | +10.5% |
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