+42.7%
XLP vs MP
-13.9%
+56.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.3% | -0.7% |
| 7D | +3.5% | -19.0% | +22.5% | +3.8% |
| 30D | +11.6% | -30.5% | +42.0% | +12.2% |
| 3M | +7.6% | -29.6% | +37.2% | +8.2% |
| 6M | +10.0% | -50.4% | +60.5% | +11.3% |
| YTD | +19.7% | -33.2% | +52.9% | +19.8% |
| 1Y | +23.5% | -38.6% | +62.0% | +23.6% |
| 3Y | +44.0% | +105.5% | -61.5% | +33.7% |
| 5Y | +42.7% | -7.8% | +50.5% | +37.4% |
| All | +42.7% | -13.9% | +56.6% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling