+120.7%
XLK vs MPC
+171.8%
-51.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.3% | +3.2% | -0.9% | +1.8% |
| 30D | +0.8% | +25.0% | -24.2% | -2.9% |
| 3M | +4.1% | +55.2% | -51.1% | -3.7% |
| 6M | +34.8% | +86.4% | -51.6% | +19.4% |
| YTD | +30.8% | +148.5% | -117.7% | +8.0% |
| 1Y | +42.4% | +121.7% | -79.4% | +20.7% |
| All | +120.7% | +171.8% | -51.1% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling