+352.3%
XLP vs MPC
+3,007.0%
-2,654.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -8.1% | +11.5% | +4.3% |
| 7D | +5.9% | -10.9% | +16.8% | +7.3% |
| 30D | +13.5% | -9.4% | +22.9% | +14.6% |
| 3M | +8.4% | +26.0% | -17.6% | +5.0% |
| 6M | +11.5% | +56.5% | -45.0% | +4.9% |
| YTD | +20.6% | +144.3% | -123.6% | +6.8% |
| 1Y | +24.3% | +117.2% | -92.9% | +11.6% |
| 3Y | +45.1% | +176.3% | -131.2% | +24.3% |
| 5Y | +44.6% | +590.5% | -545.9% | +7.5% |
| 10Y | +133.1% | +1,183.8% | -1,050.8% | +47.8% |
| All | +352.3% | +3,007.0% | -2,654.7% | +135.8% |
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 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