+44.0%
XLP vs MKC
-35.5%
+79.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.0% |
| 7D | +2.5% | -3.0% | +5.5% | +3.5% |
| 30D | +7.3% | +4.8% | +2.5% | +5.6% |
| 3M | +8.1% | -12.8% | +20.9% | +12.8% |
| 6M | +10.5% | +5.0% | +5.5% | +8.3% |
| YTD | +21.2% | -29.1% | +50.2% | +34.5% |
| 1Y | +22.7% | -26.4% | +49.1% | +34.3% |
| 3Y | +44.8% | -21.6% | +66.4% | +53.1% |
| All | +44.0% | -35.5% | +79.6% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling