+32.0%
XLP vs MKSI
+84.9%
-52.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -1.4% | +7.7% | -9.2% | -1.7% |
| 30D | -1.3% | -12.9% | +11.6% | -0.9% |
| 3M | +1.8% | -14.8% | +16.7% | +1.7% |
| 6M | -0.8% | +26.6% | -27.5% | -3.2% |
| YTD | +9.5% | +66.6% | -57.1% | +5.1% |
| 1Y | +7.2% | +144.6% | -137.4% | +0.1% |
| 3Y | +27.1% | +193.1% | -166.0% | +13.2% |
| 5Y | +32.0% | +88.6% | -56.5% | +20.0% |
| All | +32.0% | +84.9% | -52.8% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling