+124.6%
XLP vs MPC
+1,096.9%
-972.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.7% | -16.2% | +16.9% | +2.7% |
| 30D | +10.3% | -15.7% | +26.0% | +12.2% |
| 3M | +6.5% | +24.9% | -18.4% | +3.4% |
| 6M | +8.4% | +52.7% | -44.3% | +2.5% |
| YTD | +18.2% | +131.9% | -113.7% | +5.7% |
| 1Y | +22.4% | +96.6% | -74.2% | +11.7% |
| 3Y | +41.9% | +163.8% | -121.9% | +22.8% |
| 5Y | +40.9% | +533.1% | -492.3% | +6.3% |
| All | +124.6% | +1,096.9% | -972.3% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling