+43.3%
XLP vs MPC
+586.3%
-543.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -3.0% | +0.3% |
| 7D | -0.5% | +2.6% | -3.1% | -0.7% |
| 30D | +8.3% | -12.2% | +20.5% | +9.1% |
| 3M | +8.7% | +20.1% | -11.4% | +7.2% |
| 6M | +11.2% | +60.6% | -49.4% | +7.4% |
| YTD | +20.0% | +150.6% | -130.6% | +11.5% |
| 1Y | +21.3% | +104.7% | -83.3% | +14.6% |
| 3Y | +43.8% | +194.5% | -150.6% | +29.4% |
| 5Y | +43.3% | +582.3% | -539.0% | +16.5% |
| All | +43.3% | +586.3% | -543.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling