+80.1%
XLP vs MP
+257.7%
-177.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.9% | -6.2% | -1.4% |
| 7D | +0.7% | -10.5% | +11.3% | +0.9% |
| 30D | +10.3% | -23.5% | +33.8% | +10.7% |
| 3M | +6.5% | -25.4% | +32.0% | +6.9% |
| 6M | +8.4% | -51.3% | +59.6% | +9.6% |
| YTD | +18.2% | -29.9% | +48.1% | +18.3% |
| 1Y | +22.4% | -31.8% | +54.3% | +22.4% |
| 3Y | +41.9% | +127.0% | -85.1% | +34.3% |
| 5Y | +40.9% | -3.3% | +44.1% | +35.8% |
| All | +80.1% | +257.7% | -177.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling