+34.9%
XLV vs MP
+51.9%
-17.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.4% |
| 7D | -4.4% | -4.6% | +0.2% | -4.2% |
| 30D | -1.4% | -7.1% | +5.7% | -1.2% |
| 3M | +8.9% | -4.0% | +12.8% | +8.8% |
| 6M | +9.1% | -16.7% | +25.8% | +9.3% |
| YTD | +7.9% | +1.6% | +6.3% | +6.9% |
| 1Y | +22.7% | -17.8% | +40.5% | +21.9% |
| 3Y | +31.9% | +139.6% | -107.7% | +18.8% |
| 5Y | +34.9% | +50.5% | -15.6% | +23.7% |
| All | +34.9% | +51.9% | -17.0% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling