+67.4%
XLF vs MPC
+645.9%
-578.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | 0.0% | +5.4% | -5.4% | -1.2% |
| 30D | +0.2% | +31.0% | -30.8% | -5.9% |
| 3M | +11.7% | +46.0% | -34.3% | +2.1% |
| 6M | +13.8% | +77.3% | -63.5% | -1.6% |
| YTD | +7.0% | +141.9% | -134.9% | -15.1% |
| 1Y | +9.1% | +120.9% | -111.8% | -11.7% |
| 3Y | +75.6% | +182.7% | -107.1% | +27.8% |
| All | +67.4% | +645.9% | -578.5% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling