+145.7%
XLK vs MPC
+655.4%
-509.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -0.1% |
| 7D | +2.3% | +3.9% | -1.6% | +1.5% |
| 30D | -0.1% | +33.8% | -33.8% | -5.8% |
| 3M | +2.1% | +49.9% | -47.7% | -6.2% |
| 6M | +37.2% | +80.9% | -43.8% | +20.3% |
| YTD | +30.8% | +147.4% | -116.6% | +6.1% |
| 1Y | +42.6% | +123.2% | -80.6% | +18.4% |
| 3Y | +121.8% | +171.7% | -49.9% | +70.3% |
| 5Y | +145.7% | +678.6% | -532.9% | +38.2% |
| All | +145.7% | +655.4% | -509.7% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling