+158.8%
XLB vs MKC
+29.3%
+129.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -3.5% | -2.8% | -0.7% | -2.7% |
| 30D | -4.7% | -3.4% | -1.3% | -3.7% |
| 3M | +2.7% | +3.8% | -1.0% | +1.1% |
| 6M | +2.6% | -17.9% | +20.5% | +8.4% |
| YTD | +12.8% | -23.6% | +36.5% | +21.7% |
| 1Y | +14.0% | -23.1% | +37.0% | +22.3% |
| 3Y | +31.5% | -31.5% | +63.0% | +45.0% |
| 5Y | +33.4% | -33.1% | +66.5% | +45.9% |
| All | +158.8% | +29.3% | +129.5% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling