+37.6%
XLC vs MKC
-34.7%
+72.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -1.4% | -4.3% | +2.9% | -0.7% |
| 30D | -0.9% | -3.1% | +2.2% | -0.4% |
| 3M | -0.3% | +6.8% | -7.1% | -1.4% |
| 6M | -5.2% | -18.3% | +13.2% | -2.4% |
| YTD | -5.3% | -23.1% | +17.7% | -1.7% |
| 1Y | -2.8% | -23.7% | +20.9% | +0.9% |
| 3Y | +71.2% | -31.0% | +102.2% | +81.2% |
| 5Y | +37.6% | -33.5% | +71.1% | +44.9% |
| All | +37.6% | -34.7% | +72.3% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling