+43.2%
XLP vs MPC
+188.2%
-145.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +2.3% | -8.8% | +11.2% | +2.6% |
| 30D | +9.1% | -14.4% | +23.5% | +9.6% |
| 3M | +7.9% | +21.9% | -14.1% | +6.9% |
| 6M | +9.6% | +60.1% | -50.5% | +7.4% |
| YTD | +19.4% | +142.3% | -122.9% | +14.1% |
| 1Y | +22.4% | +101.7% | -79.3% | +18.2% |
| 3Y | +43.2% | +184.8% | -141.6% | +30.1% |
| All | +43.2% | +188.2% | -145.0% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling