+215.2%
XLY vs MPC
+1,179.0%
-963.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.7% | +1.8% | -3.5% | -2.1% |
| 30D | -4.2% | +14.0% | -18.2% | -7.1% |
| 3M | -2.7% | +52.2% | -54.9% | -12.2% |
| 6M | -0.6% | +75.8% | -76.4% | -14.1% |
| YTD | -5.0% | +146.3% | -151.3% | -24.8% |
| 1Y | -4.1% | +120.8% | -124.9% | -22.2% |
| 3Y | +33.6% | +172.6% | -139.0% | +0.5% |
| 5Y | +28.7% | +678.2% | -649.5% | -27.6% |
| All | +215.2% | +1,179.0% | -963.8% | +48.5% |
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 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