+83.9%
XLI vs MPC
+645.9%
-562.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | +5.4% | -6.5% | -2.1% |
| 30D | -5.9% | +31.0% | -36.9% | -11.0% |
| 3M | -0.3% | +46.0% | -46.3% | -8.1% |
| 6M | +0.1% | +77.3% | -77.2% | -12.3% |
| YTD | +13.6% | +141.9% | -128.3% | -8.2% |
| 1Y | +17.2% | +120.9% | -103.7% | -3.5% |
| 3Y | +68.2% | +182.7% | -114.5% | +26.1% |
| All | +83.9% | +645.9% | -562.0% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling