+172.4%
XLF vs MP
+450.8%
-278.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | 0.0% | -2.9% | +2.9% | +0.2% |
| 30D | +0.2% | +13.8% | -13.6% | -1.0% |
| 3M | +11.7% | -16.7% | +28.4% | +12.8% |
| 6M | +13.8% | -11.5% | +25.3% | +13.7% |
| YTD | +7.0% | +7.9% | -0.9% | +4.6% |
| 1Y | +9.1% | -15.0% | +24.2% | +7.9% |
| 3Y | +75.6% | +153.5% | -77.9% | +47.4% |
| 5Y | +66.4% | +58.7% | +7.8% | +44.2% |
| All | +172.4% | +450.8% | -278.4% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling