+169.0%
XLF vs MP
+257.7%
-88.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.0% |
| 7D | +1.2% | -10.5% | +11.7% | +2.0% |
| 30D | +6.3% | -23.5% | +29.9% | +8.5% |
| 3M | -0.8% | -25.4% | +24.7% | +1.2% |
| 6M | +11.0% | -51.3% | +62.3% | +16.6% |
| YTD | +5.6% | -29.9% | +35.5% | +6.7% |
| 1Y | +10.8% | -31.8% | +42.6% | +11.7% |
| 3Y | +77.8% | +127.0% | -49.2% | +48.6% |
| 5Y | +55.6% | -3.3% | +58.9% | +40.1% |
| All | +169.0% | +257.7% | -88.7% | +109.7% |
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