+141.3%
XLC vs MKC
+14.2%
+127.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -1.7% | -2.8% | +1.2% | -0.9% |
| 30D | +0.2% | -3.4% | +3.6% | +1.0% |
| 3M | +0.7% | +3.8% | -3.1% | -0.4% |
| 6M | -4.5% | -17.9% | +13.5% | 0.0% |
| YTD | -4.7% | -23.6% | +18.9% | +1.3% |
| 1Y | -1.5% | -23.1% | +21.6% | +4.2% |
| 3Y | +72.2% | -31.5% | +103.8% | +86.4% |
| 5Y | +39.3% | -33.1% | +72.4% | +48.9% |
| All | +141.3% | +14.2% | +127.2% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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