+2,160.3%
MCK vs XME
+227.9%
+1,932.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -2.9% | -4.2% | +1.3% | -1.9% |
| 30D | +0.4% | -2.7% | +3.1% | +1.0% |
| 3M | +12.1% | -3.9% | +16.0% | +12.6% |
| 6M | -5.4% | -1.0% | -4.5% | -6.5% |
| YTD | +7.8% | +9.8% | -2.0% | +3.3% |
| 1Y | +22.9% | +32.5% | -9.6% | +11.6% |
| 3Y | +110.7% | +124.3% | -13.6% | +62.5% |
| 5Y | +346.2% | +165.8% | +180.4% | +218.6% |
| 10Y | +440.1% | +411.8% | +28.3% | +207.0% |
| All | +2,160.3% | +227.9% | +1,932.3% | +1,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling