+71.5%
XLI vs MPC
+203.2%
-131.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +3.8% | +11.2% | -7.5% | +2.3% |
| 30D | +1.0% | -14.5% | +15.5% | +2.9% |
| 3M | -8.9% | +16.7% | -25.6% | -11.3% |
| 6M | -2.3% | +67.6% | -69.8% | -10.4% |
| YTD | +9.7% | +157.9% | -148.3% | -9.3% |
| 1Y | +12.3% | +116.7% | -104.4% | -3.3% |
| 3Y | +71.5% | +199.8% | -128.3% | +34.9% |
| All | +71.5% | +203.2% | -131.8% | +34.9% |
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