+146.6%
XLK vs MP
+66.1%
+80.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | +2.3% | -0.7% | +3.1% | +2.4% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | +4.1% | 0.0% | +4.1% | +3.5% |
| 6M | +34.8% | -10.0% | +44.7% | +35.0% |
| YTD | +30.8% | +7.5% | +23.3% | +27.3% |
| 1Y | +42.4% | -14.0% | +56.4% | +40.4% |
| 3Y | +121.8% | +153.5% | -31.7% | +70.0% |
| 5Y | +146.6% | +62.7% | +83.9% | +106.1% |
| All | +146.6% | +66.1% | +80.6% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling