+51.8%
XLY vs MPC
+203.2%
-151.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | +2.0% | +11.2% | -9.2% | +0.8% |
| 30D | +7.6% | -14.5% | +22.1% | +9.4% |
| 3M | +1.5% | +16.7% | -15.2% | -1.1% |
| 6M | +1.5% | +67.6% | -66.1% | -6.8% |
| YTD | +1.1% | +157.9% | -156.8% | -16.7% |
| 1Y | +4.3% | +116.7% | -112.4% | -10.2% |
| 3Y | +51.8% | +199.8% | -148.0% | +16.8% |
| All | +51.8% | +203.2% | -151.5% | +16.8% |
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