+64.1%
XLI vs MP
-5.6%
+69.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | -0.4% |
| 7D | -2.8% | -10.5% | +7.7% | -1.8% |
| 30D | -3.1% | -23.5% | +20.5% | -0.6% |
| 3M | -11.7% | -25.4% | +13.7% | -9.5% |
| 6M | -7.6% | -51.3% | +43.7% | -1.7% |
| YTD | +5.7% | -29.9% | +35.6% | +7.5% |
| 1Y | +7.8% | -31.8% | +39.7% | +9.5% |
| 3Y | +67.4% | +127.0% | -59.6% | +34.3% |
| All | +64.1% | -5.6% | +69.7% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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