+20.7%
XLK vs MPC
+122.9%
-102.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.1% | +8.1% | -0.4% |
| 7D | -7.6% | -10.9% | +3.3% | -8.0% |
| 30D | -12.2% | -9.4% | -2.7% | -12.5% |
| 3M | -5.5% | +26.0% | -31.4% | -4.7% |
| 6M | +9.2% | +56.5% | -47.3% | +11.3% |
| YTD | +23.0% | +144.3% | -121.2% | +25.9% |
| 1Y | +20.7% | +117.2% | -96.5% | +24.9% |
| All | +20.7% | +122.9% | -102.2% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling