+35.0%
XLB vs MKC
-34.7%
+69.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.9% |
| 7D | -2.9% | -4.3% | +1.4% | -1.9% |
| 30D | -3.4% | -3.1% | -0.3% | -2.7% |
| 3M | +1.6% | +6.8% | -5.2% | -0.3% |
| 6M | +3.6% | -18.3% | +22.0% | +8.9% |
| YTD | +14.2% | -23.1% | +37.3% | +21.6% |
| 1Y | +15.6% | -23.7% | +39.3% | +23.1% |
| 3Y | +33.1% | -31.0% | +64.1% | +45.1% |
| 5Y | +35.0% | -33.5% | +68.6% | +46.5% |
| All | +35.0% | -34.7% | +69.7% | +46.5% |
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 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