+504.1%
XLI vs MPC
+2,849.2%
-2,345.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.8% | -16.2% | +13.4% | +1.8% |
| 30D | -3.1% | -15.7% | +12.6% | +1.1% |
| 3M | -11.7% | +24.9% | -36.6% | -17.6% |
| 6M | -7.6% | +52.7% | -60.2% | -18.9% |
| YTD | +5.7% | +131.9% | -126.2% | -18.4% |
| 1Y | +7.8% | +96.6% | -88.8% | -12.9% |
| 3Y | +67.4% | +163.8% | -96.4% | +21.0% |
| 5Y | +64.8% | +533.1% | -468.3% | -10.2% |
| 10Y | +241.2% | +1,118.6% | -877.4% | +39.1% |
| All | +504.1% | +2,849.2% | -2,345.1% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling