+31.3%
XLP vs MKTX
-61.3%
+92.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | -2.2% | +1.0% | -3.2% | -2.3% |
| 3M | -0.6% | +40.8% | -41.4% | -3.6% |
| 6M | -2.2% | -10.9% | +8.7% | -1.0% |
| YTD | +8.3% | -8.6% | +16.9% | +9.2% |
| 1Y | +5.7% | -11.6% | +17.3% | +6.9% |
| 3Y | +25.7% | -24.5% | +50.2% | +27.3% |
| 5Y | +31.3% | -60.7% | +92.0% | +35.6% |
| All | +31.3% | -61.3% | +92.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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