+102.9%
XLP vs MKC
+26.1%
+76.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.5% |
| 7D | -1.4% | -4.3% | +2.9% | +0.3% |
| 30D | -1.3% | -2.0% | +0.7% | -0.6% |
| 3M | +1.8% | +10.0% | -8.2% | -2.1% |
| 6M | -0.8% | -18.5% | +17.7% | +6.7% |
| YTD | +9.5% | -22.4% | +31.9% | +19.7% |
| 1Y | +7.2% | -23.6% | +30.8% | +17.6% |
| 3Y | +27.1% | -30.4% | +57.6% | +42.8% |
| 5Y | +32.0% | -34.2% | +66.2% | +49.9% |
| 10Y | +102.9% | +26.8% | +76.1% | +74.5% |
| All | +102.9% | +26.1% | +76.8% | +74.5% |
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