+101.4%
XLP vs MPC
+1,131.7%
-1,030.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +5.4% | -6.5% | -1.6% |
| 30D | -0.9% | +31.0% | -31.8% | -4.1% |
| 3M | +3.8% | +46.0% | -42.2% | -1.0% |
| 6M | -1.7% | +77.3% | -79.0% | -8.7% |
| YTD | +10.3% | +141.9% | -131.7% | -1.7% |
| 1Y | +7.8% | +120.9% | -113.1% | -2.9% |
| 3Y | +27.2% | +182.7% | -155.5% | +9.3% |
| 5Y | +32.5% | +646.4% | -613.9% | -2.3% |
| All | +101.4% | +1,131.7% | -1,030.4% | +27.8% |
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