+235.2%
XLI vs MPC
+1,165.8%
-930.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.6% | -0.8% | +2.6% |
| 7D | -0.5% | -9.4% | +8.9% | +2.2% |
| 30D | -0.2% | -14.3% | +14.1% | +3.8% |
| 3M | -8.6% | +31.1% | -39.7% | -16.0% |
| 6M | -2.0% | +60.3% | -62.3% | -15.6% |
| YTD | +9.7% | +142.5% | -132.8% | -17.4% |
| 1Y | +11.4% | +104.6% | -93.2% | -11.9% |
| 3Y | +74.2% | +191.7% | -117.5% | +20.0% |
| 5Y | +70.0% | +549.2% | -479.2% | -12.1% |
| 10Y | +235.2% | +1,106.2% | -871.0% | +33.3% |
| All | +235.2% | +1,165.8% | -930.5% | +33.3% |
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