+42.7%
XLP vs MSCI
+4.3%
+38.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.3% |
| 7D | +3.5% | +6.0% | -2.6% | +2.5% |
| 30D | +11.6% | +18.2% | -6.6% | +8.5% |
| 3M | +7.6% | +15.1% | -7.5% | +5.1% |
| 6M | +10.0% | +13.7% | -3.7% | +7.4% |
| YTD | +19.7% | +15.6% | +4.1% | +16.1% |
| 1Y | +23.5% | +16.3% | +7.1% | +19.5% |
| 3Y | +44.0% | +36.9% | +7.1% | +33.4% |
| 5Y | +42.7% | +6.3% | +36.4% | +29.8% |
| All | +42.7% | +4.3% | +38.4% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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