+5.7%
XLP vs MKSI
+146.1%
-140.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.1% |
| 7D | -2.9% | +6.6% | -9.5% | -2.4% |
| 30D | -2.2% | -8.2% | +6.0% | -2.8% |
| 3M | -0.6% | -16.4% | +15.8% | -1.8% |
| 6M | -2.2% | +23.0% | -25.1% | -2.3% |
| YTD | +8.3% | +68.2% | -59.9% | +10.2% |
| 1Y | +5.7% | +148.6% | -142.8% | +9.9% |
| All | +5.7% | +146.1% | -140.4% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling