+141.4%
XLC vs MKC
+15.9%
+125.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | +0.6% | -4.3% | +4.9% | +1.7% |
| 30D | +0.2% | -2.0% | +2.2% | +0.7% |
| 3M | +0.6% | +10.0% | -9.4% | -2.0% |
| 6M | -4.5% | -18.5% | +14.0% | +0.2% |
| YTD | -4.7% | -22.4% | +17.7% | +0.9% |
| 1Y | -1.7% | -23.6% | +22.0% | +4.3% |
| 3Y | +72.3% | -30.4% | +102.7% | +85.7% |
| 5Y | +37.8% | -34.2% | +71.9% | +48.5% |
| All | +141.4% | +15.9% | +125.4% | +123.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling