+1,097.3%
XLI vs MCK
+1,468.0%
-370.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -1.7% | -2.9% | +1.3% | -0.9% |
| 30D | -7.3% | +0.4% | -7.7% | -7.4% |
| 3M | -1.3% | +12.1% | -13.4% | -4.5% |
| 6M | +2.2% | -5.4% | +7.7% | +3.0% |
| YTD | +11.7% | +7.8% | +3.9% | +8.4% |
| 1Y | +14.3% | +22.9% | -8.7% | +7.0% |
| 3Y | +70.3% | +110.7% | -40.4% | +36.6% |
| 5Y | +82.3% | +346.2% | -263.9% | +19.3% |
| 10Y | +258.4% | +440.1% | -181.7% | +114.3% |
| All | +1,097.3% | +1,468.0% | -370.7% | +355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling