+1,624.0%
XLK vs MPC
+3,166.6%
-1,542.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.9% |
| 7D | +7.0% | +9.4% | -2.4% | +4.8% |
| 30D | -11.5% | -13.4% | +2.0% | -8.7% |
| 3M | -7.9% | +18.9% | -26.8% | -12.0% |
| 6M | -0.6% | +64.9% | -65.5% | -12.6% |
| YTD | +21.1% | +156.8% | -135.7% | -5.2% |
| 1Y | +18.8% | +113.2% | -94.3% | -2.7% |
| 3Y | +97.3% | +201.8% | -104.5% | +45.3% |
| 5Y | +115.5% | +601.4% | -485.8% | +26.2% |
| 10Y | +723.7% | +1,166.0% | -442.2% | +280.7% |
| All | +1,624.0% | +3,166.6% | -1,542.6% | +462.2% |
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 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