+177.8%
XLE vs MCK
+442.8%
-265.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.6% |
| 30D | +6.7% | +0.4% | +6.3% | +6.5% |
| 3M | +14.9% | +12.1% | +2.8% | +10.3% |
| 6M | +15.9% | -5.4% | +21.3% | +17.2% |
| YTD | +47.7% | +7.8% | +39.9% | +41.9% |
| 1Y | +50.7% | +22.9% | +27.8% | +37.9% |
| 3Y | +57.9% | +110.7% | -52.8% | +15.0% |
| 5Y | +227.0% | +346.2% | -119.2% | +73.9% |
| All | +177.8% | +442.8% | -265.0% | +34.8% |
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