+23.5%
XLP vs MP
-38.7%
+62.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -1.0% |
| 7D | +3.5% | -19.0% | +22.5% | +2.7% |
| 30D | +11.6% | -30.5% | +42.0% | +10.3% |
| 3M | +7.6% | -29.6% | +37.2% | +6.6% |
| 6M | +10.0% | -50.4% | +60.5% | +8.7% |
| YTD | +19.7% | -33.2% | +52.9% | +18.3% |
| 1Y | +23.5% | -38.6% | +62.0% | +21.9% |
| All | +23.5% | -38.7% | +62.2% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling