+72.4%
XLI vs MPC
+177.6%
-105.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -1.1% | +5.4% | -6.5% | -1.8% |
| 30D | -5.9% | +31.0% | -36.9% | -9.7% |
| 3M | -0.3% | +46.0% | -46.3% | -6.1% |
| 6M | +0.1% | +77.3% | -77.2% | -9.6% |
| YTD | +13.6% | +141.9% | -128.3% | -4.7% |
| 1Y | +17.2% | +120.9% | -103.7% | 0.0% |
| All | +72.4% | +177.6% | -105.2% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling