+54.7%
XLE vs MKC
-30.0%
+84.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | +2.2% | -5.9% | +8.1% | +2.9% |
| 30D | +11.8% | -0.9% | +12.7% | +11.9% |
| 3M | +9.8% | +12.7% | -2.9% | +8.1% |
| 6M | +15.6% | -19.3% | +34.9% | +18.8% |
| YTD | +45.3% | -22.2% | +67.4% | +49.7% |
| 1Y | +48.3% | -23.3% | +71.6% | +53.2% |
| All | +54.7% | -30.0% | +84.7% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling