+1,019.2%
XLE vs MKC
+894.9%
+124.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -0.2% | -7.0% | +6.8% | +2.1% |
| 30D | -4.0% | +4.1% | -8.1% | -5.6% |
| 3M | +4.6% | -10.3% | +14.9% | +7.6% |
| 6M | +12.3% | +1.7% | +10.6% | +10.4% |
| YTD | +44.5% | -29.1% | +73.6% | +58.7% |
| 1Y | +42.4% | -26.0% | +68.4% | +53.9% |
| 3Y | +67.0% | -21.5% | +88.5% | +73.6% |
| 5Y | +161.9% | -35.0% | +197.0% | +183.8% |
| 10Y | +173.9% | +25.6% | +148.3% | +120.4% |
| All | +1,019.2% | +894.9% | +124.3% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling