+391.7%
XLP vs MSCI
+2,756.4%
-2,364.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -0.9% | +0.6% | -1.4% | -1.0% |
| 3M | +3.8% | -7.1% | +10.9% | +5.0% |
| 6M | -1.7% | +0.8% | -2.6% | -2.3% |
| YTD | +10.3% | +1.0% | +9.3% | +9.3% |
| 1Y | +7.8% | +4.3% | +3.5% | +6.0% |
| 3Y | +27.2% | +9.9% | +17.3% | +22.3% |
| 5Y | +32.5% | -6.8% | +39.3% | +28.8% |
| 10Y | +101.8% | +614.7% | -512.9% | +30.9% |
| All | +391.7% | +2,756.4% | -2,364.7% | +137.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling