+427.0%
MCK vs XPO
+1,516.3%
-1,089.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -5.7% | +2.7% | -2.2% |
| 30D | +0.4% | -12.8% | +13.2% | +2.1% |
| 3M | +12.1% | -20.0% | +32.1% | +15.1% |
| 6M | -5.4% | -6.0% | +0.6% | -5.3% |
| YTD | +7.8% | +34.0% | -26.3% | +2.8% |
| 1Y | +22.9% | +35.6% | -12.6% | +16.7% |
| 3Y | +110.7% | +152.3% | -41.6% | +75.9% |
| 5Y | +346.2% | +264.4% | +81.8% | +237.7% |
| All | +427.0% | +1,516.3% | -1,089.3% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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