+633.7%
XLU vs MKC
+971.7%
-338.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.2% |
| 30D | -2.5% | -3.4% | +0.8% | -1.5% |
| 3M | -2.7% | +3.8% | -6.5% | -4.4% |
| 6M | -7.5% | -17.9% | +10.5% | -1.9% |
| YTD | +0.9% | -23.6% | +24.6% | +9.3% |
| 1Y | +3.3% | -23.1% | +26.4% | +11.2% |
| 3Y | +47.3% | -31.5% | +78.8% | +62.6% |
| 5Y | +44.4% | -33.1% | +77.5% | +58.8% |
| 10Y | +140.8% | +29.3% | +111.5% | +109.4% |
| All | +633.7% | +971.7% | -338.0% | +285.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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