+29.8%
XLV vs MP
-40.2%
+70.0%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.7% |
| 7D | +2.2% | +9.5% | -7.3% | +2.6% |
| 30D | +8.6% | -3.0% | +11.5% | +8.3% |
| 3M | +12.6% | -30.4% | +42.9% | +10.3% |
| 6M | +29.8% | -39.2% | +69.0% | +26.6% |
| All | +29.8% | -40.2% | +70.0% | +26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling