+427.0%
MCK vs XME
+421.4%
+5.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.9% | -4.2% | +1.3% | -2.0% |
| 30D | +0.4% | -2.7% | +3.1% | +0.9% |
| 3M | +12.1% | -3.9% | +16.0% | +12.7% |
| 6M | -5.4% | -1.0% | -4.5% | -6.4% |
| YTD | +7.8% | +9.8% | -2.0% | +3.3% |
| 1Y | +22.9% | +32.5% | -9.6% | +11.3% |
| 3Y | +110.7% | +124.3% | -13.6% | +59.1% |
| 5Y | +346.2% | +165.8% | +180.4% | +203.2% |
| All | +427.0% | +421.4% | +5.7% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling