-2.9%
XLK vs MP
-49.0%
+46.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.5% | 0.0% |
| 7D | -8.2% | -10.5% | +2.3% | -5.4% |
| 30D | -18.2% | -23.5% | +5.3% | -12.2% |
| 3M | -11.0% | -25.4% | +14.4% | -5.2% |
| 6M | -2.9% | -51.3% | +48.4% | +13.5% |
| All | -2.9% | -49.0% | +46.2% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling