+545.8%
XLP vs MKSI
+1,824.5%
-1,278.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.3% |
| 7D | -0.2% | +25.3% | -25.5% | -1.9% |
| 30D | +8.2% | -10.5% | +18.7% | +8.7% |
| 3M | +7.7% | -27.7% | +35.5% | +9.8% |
| 6M | +9.3% | -28.8% | +38.1% | +10.6% |
| YTD | +19.5% | +39.0% | -19.5% | +13.9% |
| 1Y | +21.0% | +45.2% | -24.2% | +14.8% |
| 3Y | +43.2% | +218.8% | -175.6% | +23.5% |
| 5Y | +42.7% | +38.1% | +4.6% | +30.2% |
| 10Y | +135.7% | +360.8% | -225.1% | +89.2% |
| All | +545.8% | +1,824.5% | -1,278.7% | +323.9% |
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 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