+552.9%
XLP vs MKTX
+1,446.2%
-893.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -0.9% | +1.1% | -2.0% | -1.0% |
| 3M | +3.8% | +36.1% | -32.3% | -0.6% |
| 6M | -1.7% | -12.9% | +11.1% | -0.7% |
| YTD | +10.3% | -8.5% | +18.8% | +10.6% |
| 1Y | +7.8% | -7.5% | +15.3% | +7.9% |
| 3Y | +27.2% | -28.3% | +55.5% | +29.6% |
| 5Y | +32.5% | -63.3% | +95.8% | +44.7% |
| 10Y | +101.8% | +4.5% | +97.3% | +90.0% |
| All | +552.9% | +1,446.2% | -893.3% | +309.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling