+51.8%
XLY vs MP
+161.0%
-109.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.6% |
| 7D | +2.0% | +9.5% | -7.4% | +1.4% |
| 30D | +7.6% | -3.0% | +10.6% | +7.7% |
| 3M | +1.5% | -30.4% | +31.9% | +3.7% |
| 6M | +1.5% | -39.2% | +40.7% | +4.2% |
| YTD | +1.1% | -23.3% | +24.4% | +1.5% |
| 1Y | +4.3% | -32.6% | +36.9% | +5.4% |
| 3Y | +51.8% | +159.3% | -107.5% | +21.8% |
| All | +51.8% | +161.0% | -109.2% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling