+1,755.9%
XLK vs MPC
+2,977.1%
-1,221.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +0.9% | +5.4% | -4.6% | -0.4% |
| 30D | +0.7% | +31.0% | -30.2% | -5.6% |
| 3M | -2.9% | +46.0% | -49.0% | -11.6% |
| 6M | +34.3% | +77.3% | -43.1% | +16.0% |
| YTD | +30.4% | +141.9% | -111.5% | +4.0% |
| 1Y | +43.4% | +120.9% | -77.6% | +16.6% |
| 3Y | +116.8% | +182.7% | -65.9% | +62.7% |
| 5Y | +144.0% | +646.4% | -502.4% | +41.1% |
| 10Y | +778.8% | +1,138.7% | -360.0% | +309.5% |
| All | +1,755.9% | +2,977.1% | -1,221.2% | +516.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling