+763.1%
XLI vs MKTX
+1,443.5%
-680.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -8.2% | +0.8% | -9.0% | -8.3% |
| 3M | +0.8% | +41.1% | -40.4% | -6.7% |
| 6M | +0.8% | -9.5% | +10.4% | +1.7% |
| YTD | +10.5% | -8.7% | +19.2% | +11.1% |
| 1Y | +14.1% | -10.0% | +24.1% | +14.7% |
| 3Y | +68.6% | -24.6% | +93.2% | +71.4% |
| 5Y | +80.4% | -60.3% | +140.7% | +105.0% |
| 10Y | +254.6% | +5.0% | +249.6% | +214.0% |
| All | +763.1% | +1,443.5% | -680.4% | +274.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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