+31.8%
MCK vs XEL
+7.2%
+24.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | +3.6% | -1.9% | +5.5% | +4.0% |
| 3M | +20.1% | -1.9% | +22.0% | +20.5% |
| 6M | -7.0% | -7.4% | +0.4% | -4.9% |
| YTD | +11.0% | +4.1% | +7.0% | +8.2% |
| 1Y | +31.8% | +8.0% | +23.8% | +26.0% |
| All | +31.8% | +7.2% | +24.6% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling