+159.8%
XLB vs MCK
+442.8%
-283.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -3.1% | +0.4% | -3.5% | -3.3% |
| 3M | -0.2% | +12.1% | -12.3% | -3.3% |
| 6M | +3.1% | -5.4% | +8.5% | +4.1% |
| YTD | +13.3% | +7.8% | +5.5% | +9.8% |
| 1Y | +12.0% | +22.9% | -10.9% | +4.3% |
| 3Y | +31.4% | +110.7% | -79.3% | +1.5% |
| 5Y | +33.9% | +346.2% | -312.2% | -20.3% |
| All | +159.8% | +442.8% | -283.0% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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