+536.3%
XLV vs MPC
+2,977.1%
-2,440.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +0.2% | +5.4% | -5.3% | -0.7% |
| 30D | +4.4% | +31.0% | -26.5% | -0.4% |
| 3M | +13.2% | +46.0% | -32.8% | +5.7% |
| 6M | +10.1% | +77.3% | -67.2% | -1.1% |
| YTD | +11.7% | +141.9% | -130.2% | -5.4% |
| 1Y | +26.9% | +120.9% | -94.0% | +9.0% |
| 3Y | +35.0% | +182.7% | -147.7% | +8.6% |
| 5Y | +35.9% | +646.4% | -610.6% | -11.2% |
| 10Y | +179.0% | +1,138.7% | -959.7% | +50.3% |
| All | +536.3% | +2,977.1% | -2,440.8% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling