+546.4%
XLF vs MPC
+3,087.4%
-2,541.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.5% |
| 7D | -1.0% | +2.6% | -3.6% | -1.8% |
| 30D | +6.5% | -12.2% | +18.7% | +10.3% |
| 3M | +1.8% | +20.1% | -18.3% | -4.8% |
| 6M | +15.4% | +60.6% | -45.2% | -2.4% |
| YTD | +8.4% | +150.6% | -142.2% | -21.6% |
| 1Y | +11.9% | +104.7% | -92.7% | -13.6% |
| 3Y | +81.1% | +194.5% | -113.4% | +20.0% |
| 5Y | +59.5% | +582.3% | -522.8% | -23.0% |
| 10Y | +225.2% | +1,135.3% | -910.1% | +14.4% |
| All | +546.4% | +3,087.4% | -2,541.0% | +33.8% |
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