+225.7%
XLE vs MKC
-33.2%
+258.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | 0.0% | -4.3% | +4.3% | +0.6% |
| 30D | +12.6% | -2.0% | +14.6% | +12.9% |
| 3M | +11.8% | +10.0% | +1.8% | +10.1% |
| 6M | +16.1% | -18.5% | +34.6% | +19.4% |
| YTD | +46.9% | -22.4% | +69.3% | +51.9% |
| 1Y | +53.3% | -23.6% | +76.9% | +58.8% |
| 3Y | +54.9% | -30.4% | +85.4% | +62.4% |
| 5Y | +225.7% | -34.2% | +259.9% | +259.3% |
| All | +225.7% | -33.2% | +258.9% | +259.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling