+48.2%
XLU vs MPC
+171.8%
-123.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.6% | +3.2% | -2.6% | +0.4% |
| 30D | -0.4% | +25.0% | -25.5% | -1.9% |
| 3M | -1.7% | +55.2% | -56.9% | -4.7% |
| 6M | -7.1% | +86.4% | -93.5% | -11.4% |
| YTD | +1.9% | +148.5% | -146.5% | -5.6% |
| 1Y | +6.1% | +121.7% | -115.6% | -0.7% |
| All | +48.2% | +171.8% | -123.6% | +29.2% |
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