+254.2%
XLI vs MPC
+1,111.0%
-856.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +5.4% | -6.5% | -2.5% |
| 30D | -5.9% | +31.0% | -36.9% | -13.0% |
| 3M | -0.3% | +46.0% | -46.3% | -11.0% |
| 6M | +0.1% | +77.3% | -77.2% | -16.4% |
| YTD | +13.6% | +141.9% | -128.3% | -13.9% |
| 1Y | +17.2% | +120.9% | -103.7% | -9.1% |
| 3Y | +68.2% | +182.7% | -114.5% | +17.5% |
| 5Y | +80.7% | +646.4% | -565.7% | -10.2% |
| All | +254.2% | +1,111.0% | -856.8% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling