+31.0%
XLV vs MPC
+167.0%
-136.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.4% |
| 7D | -4.4% | +1.2% | -5.6% | -4.5% |
| 30D | -1.4% | +17.0% | -18.4% | -2.4% |
| 3M | +8.9% | +49.5% | -40.6% | +5.8% |
| 6M | +9.1% | +83.5% | -74.4% | +4.0% |
| YTD | +7.9% | +144.1% | -136.2% | -0.3% |
| 1Y | +22.7% | +119.6% | -96.9% | +14.5% |
| All | +31.0% | +167.0% | -136.0% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling