+139.9%
XLC vs MKSI
+180.1%
-40.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -1.4% | +6.6% | -8.0% | -3.0% |
| 30D | -0.9% | -8.2% | +7.3% | +0.8% |
| 3M | -0.3% | -16.4% | +16.1% | +1.2% |
| 6M | -5.2% | +23.0% | -28.1% | -14.1% |
| YTD | -5.3% | +68.2% | -73.5% | -22.0% |
| 1Y | -2.8% | +148.6% | -151.4% | -29.5% |
| 3Y | +71.2% | +196.0% | -124.8% | +8.3% |
| 5Y | +37.6% | +87.4% | -49.8% | -3.3% |
| All | +139.9% | +180.1% | -40.2% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling