+348.9%
XLP vs MPC
+2,885.5%
-2,536.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.3% |
| 7D | +3.5% | -12.8% | +16.2% | +5.1% |
| 30D | +11.6% | -12.7% | +24.3% | +13.2% |
| 3M | +7.6% | +27.1% | -19.4% | +4.1% |
| 6M | +10.0% | +45.8% | -35.8% | +4.4% |
| YTD | +19.7% | +134.7% | -115.0% | +6.5% |
| 1Y | +23.5% | +106.0% | -82.6% | +11.6% |
| 3Y | +44.0% | +165.5% | -121.5% | +24.0% |
| 5Y | +42.7% | +540.9% | -498.2% | +7.1% |
| 10Y | +131.3% | +1,133.6% | -1,002.3% | +47.4% |
| All | +348.9% | +2,885.5% | -2,536.6% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling