+143.7%
XLC vs MKTX
-16.3%
+160.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | +2.1% | +0.7% | +1.4% | +2.0% |
| 3M | +0.7% | +40.8% | -40.1% | -7.2% |
| 6M | -3.2% | -8.0% | +4.8% | -2.1% |
| YTD | -3.8% | -8.7% | +4.9% | -2.6% |
| 1Y | -2.0% | -11.8% | +9.8% | -0.3% |
| 3Y | +71.4% | -24.0% | +95.4% | +75.1% |
| 5Y | +40.7% | -60.3% | +101.0% | +65.4% |
| All | +143.7% | -16.3% | +160.0% | +147.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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