+80.4%
XLI vs MKC
-33.9%
+114.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -2.3% | -2.8% | +0.5% | -1.9% |
| 30D | -8.2% | -3.4% | -4.8% | -7.7% |
| 3M | +0.8% | +3.8% | -3.0% | -0.2% |
| 6M | +0.8% | -17.9% | +18.8% | +4.5% |
| YTD | +10.5% | -23.6% | +34.1% | +15.9% |
| 1Y | +14.1% | -23.1% | +37.2% | +19.3% |
| 3Y | +68.6% | -31.5% | +100.1% | +80.6% |
| 5Y | +80.4% | -33.1% | +113.5% | +94.2% |
| All | +80.4% | -33.9% | +114.3% | +94.2% |
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 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