+544.6%
XLP vs MKSI
+1,738.4%
-1,193.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.0% | -9.1% | +0.2% |
| 7D | +0.1% | +7.7% | -7.6% | -0.6% |
| 30D | +8.9% | -20.0% | +28.9% | +10.4% |
| 3M | +7.5% | -30.6% | +38.0% | +9.9% |
| 6M | +9.4% | -32.3% | +41.8% | +11.1% |
| YTD | +19.3% | +32.8% | -13.5% | +14.1% |
| 1Y | +21.7% | +37.3% | -15.5% | +16.0% |
| 3Y | +44.0% | +219.2% | -175.3% | +24.0% |
| 5Y | +42.8% | +36.1% | +6.7% | +30.3% |
| 10Y | +128.8% | +354.2% | -225.4% | +83.8% |
| All | +544.6% | +1,738.4% | -1,193.8% | +324.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling