+70.3%
XLI vs MCK
+112.3%
-42.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -1.7% | -2.9% | +1.3% | -1.6% |
| 30D | -7.3% | +0.4% | -7.7% | -7.3% |
| 3M | -1.3% | +12.1% | -13.4% | -1.8% |
| 6M | +2.2% | -5.4% | +7.7% | +2.8% |
| YTD | +11.7% | +7.8% | +3.9% | +11.6% |
| 1Y | +14.3% | +22.9% | -8.7% | +13.3% |
| 3Y | +70.3% | +110.7% | -40.4% | +64.4% |
| All | +70.3% | +112.3% | -42.0% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling