+757.9%
XLB vs MKSI
+2,206.8%
-1,449.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -2.9% | -1.3% |
| 7D | -0.2% | +7.7% | -8.0% | -1.7% |
| 30D | -1.7% | -12.9% | +11.1% | +0.7% |
| 3M | +4.4% | -14.8% | +19.2% | +5.7% |
| 6M | +5.0% | +26.6% | -21.6% | -2.3% |
| YTD | +15.5% | +66.6% | -51.1% | +1.1% |
| 1Y | +14.9% | +144.6% | -129.6% | -7.7% |
| 3Y | +34.5% | +193.1% | -158.6% | -0.6% |
| 5Y | +36.5% | +88.6% | -52.1% | +6.9% |
| 10Y | +159.6% | +490.9% | -331.3% | +56.7% |
| All | +757.9% | +2,206.8% | -1,449.0% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling