+136.8%
XLP vs MKC
+25.5%
+111.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -0.5% | -7.0% | +6.5% | +2.3% |
| 30D | +8.3% | +4.1% | +4.3% | +6.6% |
| 3M | +8.7% | -10.3% | +19.0% | +13.0% |
| 6M | +11.2% | +1.7% | +9.5% | +9.8% |
| YTD | +20.0% | -29.1% | +49.1% | +35.4% |
| 1Y | +21.3% | -26.0% | +47.3% | +34.4% |
| 3Y | +43.8% | -21.5% | +65.3% | +52.8% |
| 5Y | +43.3% | -35.0% | +78.4% | +62.3% |
| 10Y | +136.8% | +25.6% | +111.2% | +106.0% |
| All | +136.8% | +25.5% | +111.2% | +106.0% |
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