+133.1%
XLC vs M
-8.2%
+141.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.1% | -5.6% | +1.4% |
| 7D | +7.1% | +2.5% | +4.5% | +6.6% |
| 30D | -2.7% | +10.1% | -12.8% | -4.1% |
| 3M | -3.2% | -0.9% | -2.2% | -3.3% |
| 6M | -7.7% | +30.2% | -37.8% | -11.4% |
| YTD | -8.0% | +16.3% | -24.3% | -10.7% |
| 1Y | -3.1% | +27.0% | -30.0% | -7.2% |
| 3Y | +64.9% | +154.5% | -89.6% | +38.5% |
| 5Y | +39.5% | -1.1% | +40.6% | +28.6% |
| All | +133.1% | -8.2% | +141.3% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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