+162.4%
XLU vs MPC
+1,171.2%
-1,008.7%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.1% | +11.2% | -9.1% | +0.5% |
| 30D | +5.6% | -14.5% | +20.1% | +7.8% |
| 3M | +0.7% | +16.7% | -15.9% | -1.9% |
| 6M | -0.1% | +67.6% | -67.6% | -8.2% |
| YTD | +5.3% | +157.9% | -152.6% | -10.1% |
| 1Y | +2.2% | +116.7% | -114.5% | -10.4% |
| 3Y | +61.6% | +199.8% | -138.1% | +32.0% |
| 5Y | +53.6% | +604.4% | -550.8% | +6.3% |
| All | +162.4% | +1,171.2% | -1,008.7% | +44.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling