+61.6%
XLU vs MPC
+203.2%
-141.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.1% | +11.2% | -9.1% | +1.5% |
| 30D | +5.6% | -14.5% | +20.1% | +6.3% |
| 3M | +0.7% | +16.7% | -15.9% | -0.4% |
| 6M | -0.1% | +67.6% | -67.6% | -3.5% |
| YTD | +5.3% | +157.9% | -152.6% | -2.3% |
| 1Y | +2.2% | +116.7% | -114.5% | -3.6% |
| 3Y | +61.6% | +199.8% | -138.1% | +41.9% |
| All | +61.6% | +203.2% | -141.6% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling