+127.5%
XLC vs M
-15.0%
+142.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.1% |
| 7D | +4.9% | -4.3% | +9.2% | +5.5% |
| 30D | -5.8% | +1.3% | -7.1% | -6.1% |
| 3M | -5.4% | -7.4% | +1.9% | -4.7% |
| 6M | -10.2% | +18.3% | -28.5% | -12.7% |
| YTD | -10.2% | +7.6% | -17.7% | -11.9% |
| 1Y | -5.6% | +17.4% | -23.0% | -8.7% |
| 3Y | +61.0% | +108.4% | -47.4% | +39.0% |
| 5Y | +35.2% | -10.6% | +45.9% | +26.4% |
| All | +127.5% | -15.0% | +142.6% | +102.0% |
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