+181.3%
XLE vs MKC
+26.7%
+154.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | +0.3% | -4.3% | +4.6% | +1.3% |
| 30D | +8.5% | -3.1% | +11.6% | +9.2% |
| 3M | +14.6% | +6.8% | +7.8% | +12.6% |
| 6M | +17.6% | -18.3% | +35.9% | +22.4% |
| YTD | +48.1% | -23.1% | +71.1% | +56.0% |
| 1Y | +53.8% | -23.7% | +77.5% | +61.9% |
| 3Y | +56.2% | -31.0% | +87.2% | +67.0% |
| 5Y | +227.7% | -33.5% | +261.3% | +248.2% |
| 10Y | +181.3% | +30.3% | +151.0% | +160.5% |
| All | +181.3% | +26.7% | +154.6% | +160.5% |
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