+32.0%
XEL vs MKC
-33.0%
+65.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | -3.9% | -3.1% | -0.8% | -3.1% |
| 3M | -2.8% | +5.2% | -8.0% | -4.7% |
| 6M | -5.4% | -12.8% | +7.4% | -1.8% |
| YTD | +3.8% | -23.3% | +27.0% | +11.9% |
| 1Y | +6.8% | -24.1% | +30.9% | +15.4% |
| 3Y | +45.6% | -32.1% | +77.7% | +62.6% |
| All | +32.0% | -33.0% | +65.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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