+217.9%
XLE vs MCK
+345.1%
-127.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +1.7% | -2.9% | +4.6% | +2.1% |
| 30D | +6.7% | +0.4% | +6.3% | +6.6% |
| 3M | +14.9% | +12.1% | +2.8% | +12.6% |
| 6M | +15.9% | -5.4% | +21.3% | +16.6% |
| YTD | +47.7% | +7.8% | +39.9% | +44.8% |
| 1Y | +50.7% | +22.9% | +27.8% | +43.4% |
| 3Y | +57.9% | +110.7% | -52.8% | +26.0% |
| All | +217.9% | +345.1% | -127.2% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling