+19.6%
XLK vs MPC
+107.1%
-87.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.2% |
| 7D | -1.2% | +2.6% | -3.8% | -1.3% |
| 30D | -11.2% | -12.2% | +1.0% | -11.8% |
| 3M | -6.2% | +20.1% | -26.3% | -5.9% |
| 6M | -1.7% | +60.6% | -62.3% | -0.1% |
| YTD | +21.5% | +150.6% | -129.0% | +22.8% |
| 1Y | +19.6% | +104.7% | -85.0% | +26.7% |
| All | +19.6% | +107.1% | -87.4% | +26.7% |
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