+102.4%
XLP vs MCK
+442.4%
-340.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.3% |
| 7D | -2.5% | -4.4% | +1.9% | -1.6% |
| 30D | -1.9% | -2.2% | +0.3% | -1.5% |
| 3M | -2.1% | +11.6% | -13.7% | -4.7% |
| 6M | -1.8% | -4.9% | +3.1% | -1.1% |
| YTD | +8.3% | +7.7% | +0.6% | +5.6% |
| 1Y | +6.8% | +25.2% | -18.4% | +0.3% |
| 3Y | +25.7% | +112.1% | -86.4% | +2.4% |
| 5Y | +31.9% | +345.8% | -313.9% | -11.7% |
| All | +102.4% | +442.4% | -340.0% | +24.2% |
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