+31.8%
XHB vs MKC
-33.9%
+65.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | -5.2% | -2.8% | -2.4% | -4.4% |
| 30D | -12.1% | -3.4% | -8.8% | -11.3% |
| 3M | -6.2% | +3.8% | -10.0% | -7.7% |
| 6M | -6.7% | -17.9% | +11.2% | -1.1% |
| YTD | -5.5% | -23.6% | +18.2% | +2.4% |
| 1Y | -15.6% | -23.1% | +7.4% | -9.0% |
| 3Y | +22.0% | -31.5% | +53.5% | +36.1% |
| 5Y | +31.8% | -33.1% | +64.9% | +47.0% |
| All | +31.8% | -33.9% | +65.8% | +47.0% |
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