+42.6%
XLP vs MSCI
+7.0%
+35.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.1% |
| 7D | +2.3% | +2.7% | -0.3% | +1.9% |
| 30D | +9.1% | +16.2% | -7.1% | +6.4% |
| 3M | +7.9% | +17.1% | -9.2% | +5.0% |
| 6M | +9.6% | +13.0% | -3.4% | +7.1% |
| YTD | +19.4% | +15.8% | +3.7% | +15.8% |
| 1Y | +22.4% | +15.5% | +6.9% | +18.6% |
| 3Y | +43.2% | +32.3% | +10.9% | +33.6% |
| 5Y | +42.6% | +8.2% | +34.4% | +29.6% |
| All | +42.6% | +7.0% | +35.5% | +29.6% |
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