-4.1%
XLY vs MP
-19.3%
+15.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -1.7% | -7.4% | +5.7% | -1.4% |
| 30D | -4.2% | -6.7% | +2.5% | -4.0% |
| 3M | -2.7% | -11.7% | +9.0% | -2.5% |
| 6M | -0.6% | -18.9% | +18.2% | -0.8% |
| YTD | -5.0% | 0.0% | -5.0% | -5.3% |
| 1Y | -4.1% | -19.9% | +15.8% | -2.4% |
| All | -4.1% | -19.3% | +15.2% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling