+77.3%
XLU vs MP
+418.4%
-341.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.8% |
| 7D | -1.2% | -4.6% | +3.4% | -1.0% |
| 30D | -2.5% | -7.1% | +4.6% | -2.4% |
| 3M | -2.7% | -4.0% | +1.2% | -2.8% |
| 6M | -7.5% | -16.7% | +9.2% | -7.3% |
| YTD | +0.9% | +1.6% | -0.6% | +0.2% |
| 1Y | +3.3% | -17.8% | +21.1% | +2.9% |
| 3Y | +47.3% | +139.6% | -92.3% | +37.2% |
| 5Y | +44.4% | +50.5% | -6.0% | +35.6% |
| All | +77.3% | +418.4% | -341.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling