+126.7%
XLP vs MKC
+26.7%
+100.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | 0.0% |
| 7D | +0.7% | +2.3% | -1.6% | -0.2% |
| 30D | +10.3% | +8.1% | +2.2% | +6.9% |
| 3M | +6.5% | -6.4% | +13.0% | +9.0% |
| 6M | +8.4% | +1.8% | +6.6% | +7.0% |
| YTD | +18.2% | -26.9% | +45.1% | +31.8% |
| 1Y | +22.4% | -21.7% | +44.1% | +32.7% |
| 3Y | +41.9% | -18.7% | +60.6% | +48.7% |
| 5Y | +40.9% | -32.8% | +73.7% | +57.5% |
| All | +126.7% | +26.7% | +100.0% | +96.3% |
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