+143.7%
XLC vs MKSI
+179.3%
-35.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +0.5% | +2.7% | -2.2% | -0.2% |
| 30D | +2.1% | -12.8% | +14.9% | +5.2% |
| 3M | +0.7% | -22.5% | +23.2% | +4.4% |
| 6M | -3.2% | +19.4% | -22.6% | -11.6% |
| YTD | -3.8% | +67.7% | -71.5% | -20.8% |
| 1Y | -2.0% | +131.4% | -133.4% | -27.4% |
| 3Y | +71.4% | +197.3% | -126.0% | +8.2% |
| 5Y | +40.7% | +87.0% | -46.3% | -1.1% |
| All | +143.7% | +179.3% | -35.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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