+820.5%
XLB vs MKC
+992.3%
-171.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | 0.0% |
| 7D | -1.4% | -5.9% | +4.5% | +0.9% |
| 30D | -0.4% | -0.9% | +0.5% | -0.2% |
| 3M | +2.0% | +12.7% | -10.8% | -3.2% |
| 6M | +1.8% | -19.3% | +21.1% | +9.2% |
| YTD | +16.6% | -22.2% | +38.7% | +26.2% |
| 1Y | +16.9% | -23.3% | +40.3% | +27.0% |
| 3Y | +32.6% | -30.0% | +62.5% | +46.6% |
| 5Y | +35.6% | -33.8% | +69.4% | +50.7% |
| 10Y | +160.0% | +24.4% | +135.6% | +113.9% |
| All | +820.5% | +992.3% | -171.7% | +279.0% |
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 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