+347.7%
XLU vs MPC
+3,180.8%
-2,833.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +2.1% | +11.2% | -9.1% | +0.6% |
| 30D | +5.6% | -14.5% | +20.1% | +7.7% |
| 3M | +0.7% | +16.7% | -15.9% | -1.7% |
| 6M | -0.1% | +67.6% | -67.6% | -7.7% |
| YTD | +5.3% | +157.9% | -152.6% | -9.0% |
| 1Y | +2.2% | +116.7% | -114.5% | -9.5% |
| 3Y | +61.6% | +199.8% | -138.1% | +34.3% |
| 5Y | +53.6% | +604.4% | -550.8% | +10.4% |
| 10Y | +162.3% | +1,171.5% | -1,009.2% | +56.8% |
| All | +347.7% | +3,180.8% | -2,833.1% | +116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling