+37.7%
XLC vs M
+27.3%
+10.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.6% |
| 7D | -0.8% | +4.7% | -5.6% | -1.6% |
| 30D | +1.0% | -9.6% | +10.7% | +2.6% |
| 3M | -0.7% | +0.9% | -1.5% | -1.1% |
| 6M | -5.1% | +22.3% | -27.4% | -8.7% |
| YTD | -4.3% | +6.5% | -10.8% | -6.1% |
| 1Y | -0.6% | +38.8% | -39.3% | -7.1% |
| 3Y | +72.7% | +115.9% | -43.2% | +41.6% |
| All | +37.7% | +27.3% | +10.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling