+70.8%
XLI vs MP
-13.5%
+84.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +4.3% | +11.0% | -6.7% | +3.2% |
| 30D | +0.5% | -11.7% | +12.2% | +1.6% |
| 3M | -8.6% | -30.8% | +22.2% | -5.5% |
| 6M | -2.3% | -42.9% | +40.6% | +2.3% |
| YTD | +10.1% | -25.9% | +36.0% | +11.3% |
| 1Y | +11.0% | -37.3% | +48.3% | +13.8% |
| 3Y | +72.3% | +150.7% | -78.4% | +35.9% |
| 5Y | +70.8% | -19.3% | +90.1% | +54.7% |
| All | +70.8% | -13.5% | +84.4% | +54.7% |
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