+43.8%
XLU vs MPC
+687.9%
-644.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | +0.6% | +3.2% | -2.6% | +0.3% |
| 30D | -0.4% | +25.0% | -25.5% | -2.6% |
| 3M | -1.7% | +55.2% | -56.9% | -6.0% |
| 6M | -7.1% | +86.4% | -93.5% | -13.1% |
| YTD | +1.9% | +148.5% | -146.5% | -7.9% |
| 1Y | +6.1% | +121.7% | -115.6% | -3.0% |
| 3Y | +48.8% | +172.9% | -124.1% | +29.9% |
| 5Y | +43.8% | +679.9% | -636.1% | +13.2% |
| All | +43.8% | +687.9% | -644.1% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling