+42.8%
XLP vs MKSI
+38.4%
+4.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.0% | -9.1% | +0.7% |
| 7D | +0.1% | +7.7% | -7.6% | -0.1% |
| 30D | +8.9% | -20.0% | +28.9% | +9.5% |
| 3M | +7.5% | -30.6% | +38.0% | +8.3% |
| 6M | +9.4% | -32.3% | +41.8% | +9.7% |
| YTD | +19.3% | +32.8% | -13.5% | +15.0% |
| 1Y | +21.7% | +37.3% | -15.5% | +17.1% |
| 3Y | +44.0% | +219.2% | -175.3% | +24.3% |
| 5Y | +42.8% | +36.1% | +6.7% | +32.0% |
| All | +42.8% | +38.4% | +4.4% | +32.0% |
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