+56.3%
XLV vs MP
+161.0%
-104.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.5% |
| 7D | +2.2% | +9.5% | -7.3% | +2.1% |
| 30D | +8.6% | -3.0% | +11.5% | +8.6% |
| 3M | +12.6% | -30.4% | +42.9% | +13.1% |
| 6M | +29.8% | -39.2% | +69.0% | +30.6% |
| YTD | +23.5% | -23.3% | +46.8% | +23.3% |
| 1Y | +25.7% | -32.6% | +58.3% | +25.8% |
| 3Y | +56.3% | +159.3% | -102.9% | +43.8% |
| All | +56.3% | +161.0% | -104.7% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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