+5.8%
XLU vs MPC
+120.1%
-114.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +0.8% | +5.4% | -4.6% | +0.9% |
| 30D | -1.3% | +31.0% | -32.3% | -0.6% |
| 3M | -1.3% | +46.0% | -47.4% | -0.4% |
| 6M | -7.6% | +77.3% | -85.0% | -6.4% |
| YTD | +2.3% | +141.9% | -139.6% | +3.2% |
| 1Y | +5.8% | +120.9% | -115.1% | +8.8% |
| All | +5.8% | +120.1% | -114.3% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling