+39.2%
XLK vs MKC
-23.2%
+62.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.4% |
| 7D | +0.2% | -1.5% | +1.7% | -0.2% |
| 30D | -0.6% | -3.1% | +2.5% | -1.4% |
| 3M | +2.6% | +5.2% | -2.6% | +4.4% |
| 6M | +34.0% | -12.8% | +46.8% | +31.8% |
| YTD | +30.7% | -23.3% | +54.0% | +25.2% |
| 1Y | +39.2% | -24.1% | +63.3% | +34.7% |
| All | +39.2% | -23.2% | +62.4% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling