+27.5%
MCK vs XLRE
+11.7%
+15.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +1.1% |
| 7D | +9.3% | +2.9% | +6.4% | +8.1% |
| 30D | +16.3% | +7.8% | +8.5% | +13.2% |
| 3M | +22.3% | -1.2% | +23.5% | +22.4% |
| 6M | +34.1% | +2.0% | +32.1% | +32.9% |
| YTD | +31.1% | +12.4% | +18.6% | +28.4% |
| 1Y | +27.5% | +12.1% | +15.4% | +25.2% |
| All | +27.5% | +11.7% | +15.8% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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