+253.9%
XLI vs MKC
+29.9%
+224.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | -1.7% | -1.5% | -0.2% | -1.3% |
| 30D | -7.3% | -3.1% | -4.2% | -6.6% |
| 3M | -1.3% | +5.2% | -6.5% | -3.2% |
| 6M | +2.2% | -12.8% | +15.1% | +5.4% |
| YTD | +11.7% | -23.3% | +35.0% | +19.1% |
| 1Y | +14.3% | -24.1% | +38.4% | +21.8% |
| 3Y | +70.3% | -32.1% | +102.4% | +85.8% |
| 5Y | +82.3% | -32.8% | +115.1% | +96.1% |
| All | +253.9% | +29.9% | +224.0% | +219.6% |
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