+20.7%
XLK vs MP
-35.7%
+56.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +1.0% |
| 7D | -7.6% | -12.5% | +5.0% | -5.0% |
| 30D | -12.2% | -23.3% | +11.2% | -7.5% |
| 3M | -5.5% | -24.4% | +18.9% | -0.8% |
| 6M | +9.2% | -45.8% | +54.9% | +20.6% |
| YTD | +23.0% | -28.9% | +52.0% | +27.7% |
| 1Y | +20.7% | -34.6% | +55.3% | +26.3% |
| All | +20.7% | -35.7% | +56.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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