+804.3%
XLK vs MPC
+1,153.9%
-349.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.3% | +3.2% | -0.9% | +1.6% |
| 30D | +0.8% | +25.0% | -24.2% | -4.5% |
| 3M | +4.1% | +55.2% | -51.1% | -6.7% |
| 6M | +34.8% | +86.4% | -51.6% | +14.8% |
| YTD | +30.8% | +148.5% | -117.7% | +3.2% |
| 1Y | +42.4% | +121.7% | -79.4% | +15.3% |
| 3Y | +121.8% | +172.9% | -51.1% | +66.7% |
| 5Y | +146.6% | +679.9% | -533.3% | +38.2% |
| 10Y | +804.3% | +1,174.7% | -370.5% | +332.2% |
| All | +804.3% | +1,153.9% | -349.7% | +332.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling