+37.8%
XLK vs MPC
+118.0%
-80.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -1.4% |
| 7D | -0.4% | +1.2% | -1.6% | -0.4% |
| 30D | -0.5% | +17.0% | -17.4% | -0.4% |
| 3M | +5.0% | +49.5% | -44.5% | +5.4% |
| 6M | +32.9% | +83.5% | -50.7% | +32.0% |
| YTD | +29.0% | +144.1% | -115.1% | +25.2% |
| 1Y | +37.8% | +119.6% | -81.7% | +39.4% |
| All | +37.8% | +118.0% | -80.2% | +39.4% |
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