+1,455.3%
XLK vs MKC
+971.7%
+483.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.4% | -2.8% | +2.4% | +0.5% |
| 30D | -0.5% | -3.4% | +2.9% | +0.4% |
| 3M | +5.0% | +3.8% | +1.2% | +3.0% |
| 6M | +32.9% | -17.9% | +50.8% | +39.5% |
| YTD | +29.0% | -23.6% | +52.6% | +37.8% |
| 1Y | +37.8% | -23.1% | +60.9% | +46.2% |
| 3Y | +118.7% | -31.5% | +150.2% | +136.0% |
| 5Y | +145.6% | -33.1% | +178.6% | +162.8% |
| 10Y | +791.5% | +29.3% | +762.2% | +640.6% |
| All | +1,455.3% | +971.7% | +483.6% | +717.8% |
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