+240.9%
XLK vs MP
+268.3%
-27.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +2.2% |
| 7D | -4.3% | -3.6% | -0.7% | -3.9% |
| 30D | -15.0% | -21.0% | +6.0% | -12.6% |
| 3M | -9.2% | -33.3% | +24.1% | -4.9% |
| 6M | -3.5% | -45.9% | +42.4% | +3.1% |
| YTD | +17.7% | -27.8% | +45.6% | +20.7% |
| 1Y | +14.9% | -43.2% | +58.1% | +20.6% |
| 3Y | +91.8% | +144.0% | -52.3% | +55.6% |
| 5Y | +113.1% | -6.1% | +119.2% | +93.0% |
| All | +240.9% | +268.3% | -27.4% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling