+34.0%
XLB vs MKSI
+84.1%
-50.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | 0.0% |
| 7D | -2.8% | +2.7% | -5.5% | -3.3% |
| 30D | -3.1% | -12.8% | +9.7% | -0.7% |
| 3M | -0.2% | -22.5% | +22.4% | +3.0% |
| 6M | +3.1% | +19.4% | -16.3% | -3.8% |
| YTD | +13.3% | +67.7% | -54.5% | -2.5% |
| 1Y | +12.0% | +131.4% | -119.4% | -11.4% |
| 3Y | +31.4% | +197.3% | -165.9% | -9.0% |
| All | +34.0% | +84.1% | -50.1% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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