+177.7%
XLI vs MP
+450.8%
-273.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.1% | -2.9% | +1.8% | -0.8% |
| 30D | -5.9% | +13.8% | -19.8% | -7.2% |
| 3M | -0.3% | -16.7% | +16.4% | +0.9% |
| 6M | +0.1% | -11.5% | +11.6% | +0.2% |
| YTD | +13.6% | +7.9% | +5.6% | +11.2% |
| 1Y | +17.2% | -15.0% | +32.2% | +16.0% |
| 3Y | +68.2% | +153.5% | -85.3% | +41.6% |
| 5Y | +80.7% | +58.7% | +22.1% | +56.5% |
| All | +177.7% | +450.8% | -273.1% | +104.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling