+102.4%
XLP vs MKSI
+511.3%
-408.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.2% |
| 7D | -2.5% | +4.9% | -7.4% | -2.9% |
| 30D | -1.9% | -11.0% | +9.1% | -1.1% |
| 3M | -2.1% | -17.1% | +14.9% | -1.7% |
| 6M | -1.8% | +16.4% | -18.3% | -5.0% |
| YTD | +8.3% | +64.3% | -56.0% | +0.9% |
| 1Y | +6.8% | +137.7% | -130.9% | -4.9% |
| 3Y | +25.7% | +189.1% | -163.4% | +5.1% |
| 5Y | +31.9% | +83.1% | -51.2% | +14.5% |
| All | +102.4% | +511.3% | -408.9% | +35.7% |
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