+178.7%
XHB vs MKC
+426.9%
-248.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.5% |
| 7D | -1.3% | -5.9% | +4.6% | +1.8% |
| 30D | -6.9% | -0.9% | -6.0% | -6.6% |
| 3M | -1.3% | +12.7% | -14.0% | -8.2% |
| 6M | -6.8% | -19.3% | +12.5% | +3.0% |
| YTD | +0.7% | -22.2% | +22.9% | +12.8% |
| 1Y | -11.2% | -23.3% | +12.1% | -0.2% |
| 3Y | +25.3% | -30.0% | +55.3% | +44.4% |
| 5Y | +37.3% | -33.8% | +71.1% | +58.5% |
| 10Y | +211.5% | +24.4% | +187.1% | +115.9% |
| All | +178.7% | +426.9% | -248.2% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling