+77.8%
XLF vs MPC
+160.2%
-82.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | +1.2% | -16.2% | +17.3% | +3.4% |
| 30D | +6.3% | -15.7% | +22.1% | +8.5% |
| 3M | -0.8% | +24.9% | -25.7% | -4.9% |
| 6M | +11.0% | +52.7% | -41.6% | +2.6% |
| YTD | +5.6% | +131.9% | -126.2% | -11.3% |
| 1Y | +10.8% | +96.6% | -85.9% | -3.6% |
| 3Y | +77.8% | +163.8% | -86.0% | +40.2% |
| All | +77.8% | +160.2% | -82.4% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling