+1,629.8%
XLK vs MPC
+3,087.4%
-1,457.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +2.4% |
| 7D | -1.2% | +2.6% | -3.8% | -1.7% |
| 30D | -11.2% | -12.2% | +1.0% | -8.7% |
| 3M | -6.2% | +20.1% | -26.3% | -10.6% |
| 6M | -1.7% | +60.6% | -62.3% | -13.1% |
| YTD | +21.5% | +150.6% | -129.0% | -4.3% |
| 1Y | +19.6% | +104.7% | -85.0% | -1.1% |
| 3Y | +97.9% | +194.5% | -96.5% | +46.6% |
| 5Y | +118.9% | +582.3% | -463.4% | +29.0% |
| 10Y | +726.5% | +1,135.3% | -408.7% | +284.2% |
| All | +1,629.8% | +3,087.4% | -1,457.5% | +467.4% |
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