+141.4%
XLC vs M
-18.1%
+159.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +0.6% | +2.4% | -1.8% | +0.2% |
| 30D | +0.2% | -11.6% | +11.9% | +1.9% |
| 3M | +0.6% | +1.6% | -1.0% | +0.2% |
| 6M | -4.5% | +25.2% | -29.7% | -7.8% |
| YTD | -4.7% | +3.8% | -8.5% | -5.9% |
| 1Y | -1.7% | +36.3% | -38.0% | -6.8% |
| 3Y | +72.3% | +116.3% | -44.1% | +48.0% |
| 5Y | +37.8% | +28.2% | +9.6% | +23.6% |
| All | +141.4% | -18.1% | +159.4% | +115.7% |
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