+412.9%
XLF vs MKC
+979.7%
-566.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -1.0% | -4.3% | +3.3% | +0.7% |
| 30D | -1.3% | -3.1% | +1.8% | -0.2% |
| 3M | +9.1% | +6.8% | +2.3% | +5.6% |
| 6M | +14.4% | -18.3% | +32.7% | +22.7% |
| YTD | +5.1% | -23.1% | +28.1% | +14.7% |
| 1Y | +8.6% | -23.7% | +32.3% | +18.5% |
| 3Y | +74.4% | -31.0% | +105.4% | +94.6% |
| 5Y | +64.4% | -33.5% | +97.9% | +81.9% |
| 10Y | +251.6% | +30.3% | +221.3% | +167.3% |
| All | +412.9% | +979.7% | -566.8% | +81.0% |
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 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