+79.6%
XLU vs MP
+450.8%
-371.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | +0.8% | -2.9% | +3.7% | +0.9% |
| 30D | -1.3% | +13.8% | -15.1% | -1.8% |
| 3M | -1.3% | -16.7% | +15.4% | -0.9% |
| 6M | -7.6% | -11.5% | +3.9% | -7.7% |
| YTD | +2.3% | +7.9% | -5.7% | +1.3% |
| 1Y | +5.8% | -15.0% | +20.8% | +5.2% |
| 3Y | +50.5% | +153.5% | -103.0% | +40.0% |
| 5Y | +44.1% | +58.7% | -14.5% | +35.1% |
| All | +79.6% | +450.8% | -371.2% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling