+28.4%
XLY vs MPC
+668.0%
-639.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -1.7% | +1.8% | -3.5% | -2.0% |
| 30D | -4.2% | +14.0% | -18.2% | -6.5% |
| 3M | -2.7% | +52.2% | -54.9% | -10.5% |
| 6M | -0.6% | +75.8% | -76.4% | -12.0% |
| YTD | -5.0% | +146.3% | -151.3% | -22.8% |
| 1Y | -4.1% | +120.8% | -124.9% | -20.2% |
| 3Y | +33.6% | +172.6% | -139.0% | +2.4% |
| All | +28.4% | +668.0% | -639.6% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling