+16.8%
XLI vs MPC
+124.8%
-108.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.3% | -2.8% | -0.4% |
| 7D | +1.0% | +3.9% | -2.9% | +1.1% |
| 30D | -5.8% | +33.8% | -39.6% | -4.9% |
| 3M | +0.7% | +49.9% | -49.1% | +2.0% |
| 6M | +3.2% | +80.9% | -77.8% | +3.4% |
| YTD | +13.0% | +147.4% | -134.4% | +9.1% |
| 1Y | +16.8% | +123.2% | -106.4% | +15.6% |
| All | +16.8% | +124.8% | -108.0% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling