+508.9%
XLP vs MKC
+992.3%
-483.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -1.0% | -5.9% | +4.9% | +1.2% |
| 30D | -0.9% | -0.9% | 0.0% | -0.6% |
| 3M | +3.8% | +12.7% | -8.9% | -0.9% |
| 6M | -1.7% | -19.3% | +17.6% | +5.5% |
| YTD | +10.3% | -22.2% | +32.4% | +19.6% |
| 1Y | +7.8% | -23.3% | +31.1% | +17.3% |
| 3Y | +27.2% | -30.0% | +57.2% | +41.1% |
| 5Y | +32.5% | -33.8% | +66.3% | +48.4% |
| 10Y | +101.8% | +24.4% | +77.4% | +75.8% |
| All | +508.9% | +992.3% | -483.3% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling