+169.4%
XLV vs MPC
+1,179.0%
-1,009.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -3.6% | +1.8% | -5.4% | -3.8% |
| 30D | -1.8% | +14.0% | -15.8% | -3.9% |
| 3M | +7.8% | +52.2% | -44.4% | +0.5% |
| 6M | +9.1% | +75.8% | -66.7% | -1.0% |
| YTD | +7.7% | +146.3% | -138.5% | -7.9% |
| 1Y | +20.4% | +120.8% | -100.4% | +4.6% |
| 3Y | +30.8% | +172.6% | -141.9% | +7.5% |
| 5Y | +34.6% | +678.2% | -643.6% | -10.7% |
| All | +169.4% | +1,179.0% | -1,009.6% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling