+110.7%
MCK vs XPO
+151.0%
-40.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.9% | -5.7% | +2.7% | -2.7% |
| 30D | +0.4% | -12.8% | +13.2% | +1.0% |
| 3M | +12.1% | -20.0% | +32.1% | +13.1% |
| 6M | -5.4% | -6.0% | +0.6% | -5.4% |
| YTD | +7.8% | +34.0% | -26.3% | +6.8% |
| 1Y | +22.9% | +35.6% | -12.6% | +21.7% |
| 3Y | +110.7% | +152.3% | -41.6% | +104.8% |
| All | +110.7% | +151.0% | -40.2% | +104.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling