+27.6%
MCK vs XHB
+5.8%
+21.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.4% | +1.6% | +6.5% |
| 7D | +11.3% | +9.7% | +1.6% | +10.5% |
| 30D | +16.8% | +11.7% | +5.2% | +15.8% |
| 3M | +28.9% | -1.4% | +30.3% | +28.1% |
| 6M | +32.7% | +6.8% | +25.9% | +31.4% |
| YTD | +30.8% | +5.5% | +25.3% | +29.0% |
| 1Y | +27.6% | +5.1% | +22.4% | +25.6% |
| All | +27.6% | +5.8% | +21.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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