+1,850.0%
MCK vs XHB
+161.2%
+1,688.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.4% |
| 7D | -2.9% | -4.6% | +1.7% | -1.6% |
| 30D | +0.4% | -9.1% | +9.6% | +3.2% |
| 3M | +12.1% | -8.6% | +20.7% | +14.6% |
| 6M | -5.4% | -4.0% | -1.4% | -5.2% |
| YTD | +7.8% | -3.9% | +11.7% | +7.7% |
| 1Y | +22.9% | -16.5% | +39.4% | +27.8% |
| 3Y | +110.7% | +22.6% | +88.2% | +88.2% |
| 5Y | +346.2% | +33.9% | +312.2% | +277.0% |
| 10Y | +440.1% | +213.0% | +227.1% | +234.8% |
| All | +1,850.0% | +161.2% | +1,688.8% | +909.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling