+139.5%
XLP vs MKSI
+345.2%
-205.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.1% | +1.6% |
| 7D | +2.5% | +12.2% | -9.6% | +1.6% |
| 30D | +7.3% | -8.0% | +15.3% | +7.7% |
| 3M | +8.1% | -29.5% | +37.6% | +10.5% |
| 6M | +10.5% | -31.9% | +42.4% | +12.1% |
| YTD | +21.2% | +35.3% | -14.1% | +14.2% |
| 1Y | +22.7% | +50.3% | -27.6% | +14.2% |
| 3Y | +44.8% | +216.4% | -171.6% | +17.7% |
| 5Y | +44.7% | +34.4% | +10.3% | +29.4% |
| All | +139.5% | +345.2% | -205.7% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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