+42.7%
XLP vs MPC
+551.6%
-508.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.5% |
| 7D | +3.5% | -12.8% | +16.2% | +4.3% |
| 30D | +11.6% | -12.7% | +24.3% | +12.4% |
| 3M | +7.6% | +27.1% | -19.4% | +5.7% |
| 6M | +10.0% | +45.8% | -35.8% | +6.9% |
| YTD | +19.7% | +134.7% | -115.0% | +11.7% |
| 1Y | +23.5% | +106.0% | -82.6% | +16.4% |
| 3Y | +44.0% | +165.5% | -121.5% | +30.5% |
| 5Y | +42.7% | +540.9% | -498.2% | +16.6% |
| All | +42.7% | +551.6% | -508.9% | +16.6% |
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