+33.0%
XLY vs MPC
+171.8%
-138.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.4% |
| 7D | -2.1% | +3.2% | -5.3% | -2.5% |
| 30D | -6.0% | +25.0% | -31.1% | -8.9% |
| 3M | -2.7% | +55.2% | -57.9% | -9.0% |
| 6M | -1.5% | +86.4% | -87.9% | -11.6% |
| YTD | -5.4% | +148.5% | -153.9% | -21.0% |
| 1Y | -3.8% | +121.7% | -125.5% | -17.6% |
| All | +33.0% | +171.8% | -138.8% | +3.7% |
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