+251.6%
XLF vs MPC
+1,153.9%
-902.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -1.0% | +3.2% | -4.3% | -2.1% |
| 30D | -1.3% | +25.0% | -26.3% | -8.3% |
| 3M | +9.1% | +55.2% | -46.0% | -5.9% |
| 6M | +14.4% | +86.4% | -72.0% | -8.1% |
| YTD | +5.1% | +148.5% | -143.4% | -23.8% |
| 1Y | +8.6% | +121.7% | -113.1% | -18.5% |
| 3Y | +74.4% | +172.9% | -98.4% | +17.8% |
| 5Y | +64.4% | +679.9% | -615.6% | -27.0% |
| 10Y | +251.6% | +1,174.7% | -923.1% | +16.0% |
| All | +251.6% | +1,153.9% | -902.3% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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