+2,158.6%
MCK vs XRT
+486.5%
+1,672.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -4.4% | -3.6% | -0.8% | -3.1% |
| 30D | -2.2% | -6.7% | +4.5% | +0.2% |
| 3M | +11.6% | -1.4% | +12.9% | +11.8% |
| 6M | -4.9% | +1.7% | -6.6% | -6.0% |
| YTD | +7.7% | -1.5% | +9.2% | +7.5% |
| 1Y | +25.2% | -2.5% | +27.7% | +25.1% |
| 3Y | +112.1% | +39.9% | +72.2% | +78.2% |
| 5Y | +345.8% | -2.6% | +348.5% | +318.5% |
| 10Y | +439.7% | +123.1% | +316.7% | +215.4% |
| All | +2,158.6% | +486.5% | +1,672.1% | +686.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling