+141.4%
XLC vs MKTX
-16.1%
+157.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | +0.2% | +1.0% | -0.7% | +0.1% |
| 3M | +0.6% | +41.3% | -40.6% | -7.3% |
| 6M | -4.5% | -11.3% | +6.8% | -2.6% |
| YTD | -4.7% | -8.6% | +3.8% | -3.6% |
| 1Y | -1.7% | -11.1% | +9.4% | -0.1% |
| 3Y | +72.3% | -24.5% | +96.8% | +76.3% |
| 5Y | +37.8% | -61.4% | +99.2% | +63.2% |
| All | +141.4% | -16.1% | +157.5% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling