+427.0%
MCK vs XRT
+128.2%
+298.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | +0.4% | -4.5% | +4.9% | +1.6% |
| 3M | +12.1% | -3.1% | +15.2% | +12.8% |
| 6M | -5.4% | +4.2% | -9.7% | -6.8% |
| YTD | +7.8% | -0.1% | +7.9% | +7.3% |
| 1Y | +22.9% | -3.0% | +26.0% | +23.1% |
| 3Y | +110.7% | +41.8% | +68.9% | +84.0% |
| 5Y | +346.2% | -1.3% | +347.4% | +333.9% |
| All | +427.0% | +128.2% | +298.8% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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