+243.7%
XLK vs MP
+291.5%
-47.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.5% | -5.5% | -2.4% |
| 7D | +3.4% | +9.5% | -6.1% | +2.2% |
| 30D | -10.6% | -3.0% | -7.6% | -10.3% |
| 3M | -10.6% | -30.4% | +19.7% | -6.9% |
| 6M | -3.5% | -39.2% | +35.7% | +1.7% |
| YTD | +18.7% | -23.3% | +42.0% | +20.7% |
| 1Y | +19.4% | -32.6% | +52.1% | +23.0% |
| 3Y | +94.5% | +159.3% | -64.8% | +56.5% |
| 5Y | +111.2% | -16.4% | +127.7% | +91.8% |
| All | +243.7% | +291.5% | -47.8% | +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