+163.9%
XLE vs MKC
+21.5%
+142.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.9% | +0.9% |
| 7D | -6.7% | -2.4% | -4.3% | -6.3% |
| 30D | -4.4% | +5.4% | -9.8% | -5.7% |
| 3M | +4.0% | -11.1% | +15.1% | +6.2% |
| 6M | +13.2% | -1.4% | +14.6% | +12.6% |
| YTD | +41.9% | -29.4% | +71.3% | +51.7% |
| 1Y | +41.6% | -24.7% | +66.4% | +49.0% |
| 3Y | +64.0% | -21.8% | +85.8% | +68.8% |
| 5Y | +158.1% | -36.0% | +194.1% | +174.5% |
| 10Y | +163.9% | +24.9% | +139.0% | +151.0% |
| All | +163.9% | +21.5% | +142.5% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling