-16.5%
XHB vs MKC
-23.2%
+6.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.6% | -1.5% | -3.2% | -4.4% |
| 30D | -9.1% | -3.1% | -6.0% | -8.6% |
| 3M | -8.6% | +5.2% | -13.7% | -9.6% |
| 6M | -4.0% | -12.8% | +8.8% | -0.5% |
| YTD | -3.9% | -23.3% | +19.3% | +2.7% |
| 1Y | -16.5% | -24.1% | +7.6% | -10.7% |
| All | -16.5% | -23.2% | +6.7% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling