+1,475.9%
XLK vs MCK
+1,468.0%
+7.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -2.9% | +3.1% | +0.9% |
| 30D | -0.6% | +0.4% | -1.1% | -0.8% |
| 3M | +2.6% | +12.1% | -9.5% | -0.7% |
| 6M | +34.0% | -5.4% | +39.4% | +34.5% |
| YTD | +30.7% | +7.8% | +22.9% | +26.5% |
| 1Y | +39.2% | +22.9% | +16.2% | +30.2% |
| 3Y | +120.4% | +110.7% | +9.7% | +77.4% |
| 5Y | +148.8% | +346.2% | -197.4% | +64.4% |
| 10Y | +803.3% | +440.1% | +363.1% | +444.8% |
| All | +1,475.9% | +1,468.0% | +7.9% | +519.7% |
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