-1.7%
XLK vs MPC
+62.9%
-64.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +3.1% |
| 7D | -1.2% | +2.6% | -3.8% | -1.4% |
| 30D | -11.2% | -12.2% | +1.0% | -12.0% |
| 3M | -6.2% | +20.1% | -26.3% | -6.3% |
| 6M | -1.7% | +60.6% | -62.3% | -0.6% |
| All | -1.7% | +62.9% | -64.7% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling