+542.7%
XLF vs MPC
+2,982.2%
-2,439.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.9% | -8.8% | +10.8% | +4.6% |
| 30D | +6.5% | -14.4% | +20.9% | +11.2% |
| 3M | +1.2% | +21.9% | -20.8% | -5.9% |
| 6M | +14.6% | +60.1% | -45.6% | -3.0% |
| YTD | +7.7% | +142.3% | -134.6% | -21.2% |
| 1Y | +11.8% | +101.7% | -89.9% | -13.4% |
| 3Y | +80.1% | +184.8% | -104.7% | +20.6% |
| 5Y | +59.0% | +564.6% | -505.6% | -22.7% |
| 10Y | +224.2% | +1,098.3% | -874.1% | +15.1% |
| All | +542.7% | +2,982.2% | -2,439.6% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling