+564.2%
XLU vs MKTX
+1,442.6%
-878.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | -3.3% | +0.7% | -4.0% | -3.4% |
| 3M | -3.2% | +40.8% | -43.9% | -8.1% |
| 6M | -7.0% | -8.0% | +1.0% | -6.6% |
| YTD | +0.6% | -8.7% | +9.4% | +1.1% |
| 1Y | +2.4% | -11.8% | +14.3% | +3.2% |
| 3Y | +46.3% | -24.0% | +70.3% | +48.1% |
| 5Y | +44.0% | -60.3% | +104.3% | +57.1% |
| 10Y | +140.1% | +5.0% | +135.1% | +125.3% |
| All | +564.2% | +1,442.6% | -878.4% | +279.9% |
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