+41.9%
XLP vs MKC
-18.6%
+60.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.3% |
| 7D | +0.7% | +2.3% | -1.6% | 0.0% |
| 30D | +10.3% | +8.1% | +2.2% | +7.7% |
| 3M | +6.5% | -6.4% | +13.0% | +8.4% |
| 6M | +8.4% | +1.8% | +6.6% | +7.5% |
| YTD | +18.2% | -26.9% | +45.1% | +28.5% |
| 1Y | +22.4% | -21.7% | +44.1% | +30.2% |
| 3Y | +41.9% | -18.7% | +60.6% | +51.4% |
| All | +41.9% | -18.6% | +60.5% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling