+277.5%
XLK vs MP
+450.8%
-173.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +0.9% | -2.9% | +3.7% | +1.2% |
| 30D | +0.7% | +13.8% | -13.1% | -1.0% |
| 3M | -2.9% | -16.7% | +13.8% | -1.3% |
| 6M | +34.3% | -11.5% | +45.7% | +34.8% |
| YTD | +30.4% | +7.9% | +22.5% | +27.4% |
| 1Y | +43.4% | -15.0% | +58.4% | +42.0% |
| 3Y | +116.8% | +153.5% | -36.7% | +76.2% |
| 5Y | +144.0% | +58.7% | +85.4% | +108.8% |
| All | +277.5% | +450.8% | -173.3% | +199.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling