+777.8%
XLY vs MKTX
+1,442.6%
-664.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -4.2% | +0.7% | -4.9% | -4.3% |
| 3M | -2.7% | +40.8% | -43.5% | -10.6% |
| 6M | -0.6% | -8.0% | +7.4% | -0.1% |
| YTD | -5.0% | -8.7% | +3.7% | -4.5% |
| 1Y | -4.1% | -11.8% | +7.7% | -3.1% |
| 3Y | +33.6% | -24.0% | +57.6% | +35.5% |
| 5Y | +28.7% | -60.3% | +89.0% | +48.8% |
| 10Y | +219.6% | +5.0% | +214.6% | +185.1% |
| All | +777.8% | +1,442.6% | -664.8% | +254.6% |
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