+254.7%
XLF vs MCK
+459.8%
-205.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.4% |
| 7D | -1.8% | +0.3% | -2.2% | -2.0% |
| 30D | -1.9% | +4.9% | -6.9% | -3.4% |
| 3M | +7.3% | +16.3% | -9.0% | +2.0% |
| 6M | +17.7% | -3.0% | +20.6% | +18.1% |
| YTD | +5.0% | +11.4% | -6.4% | +0.1% |
| 1Y | +7.6% | +28.6% | -20.9% | -2.5% |
| 3Y | +70.8% | +120.0% | -49.2% | +24.8% |
| 5Y | +65.8% | +358.2% | -292.4% | -9.8% |
| 10Y | +254.7% | +486.1% | -231.5% | +66.9% |
| All | +254.7% | +459.8% | -205.1% | +66.9% |
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