+854.2%
XEL vs MKTX
+1,443.5%
-589.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.2% | -0.2% | -1.1% | -1.2% |
| 30D | -2.9% | +0.8% | -3.7% | -3.0% |
| 3M | -2.7% | +41.1% | -43.9% | -7.3% |
| 6M | -6.5% | -9.5% | +3.0% | -6.0% |
| YTD | +3.6% | -8.7% | +12.3% | +4.0% |
| 1Y | +7.5% | -10.0% | +17.5% | +8.0% |
| 3Y | +46.3% | -24.6% | +70.9% | +48.3% |
| 5Y | +30.5% | -60.3% | +90.8% | +41.4% |
| 10Y | +151.4% | +5.0% | +146.4% | +139.6% |
| All | +854.2% | +1,443.5% | -589.3% | +508.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 all: compounded portfolio wealth divided by compounded MKTX 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…
all analysis · Full analysis span regression · 6 months rolling