+22.7%
XLP vs MCK
+32.3%
-9.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +2.5% | +4.0% | -1.4% | +1.9% |
| 30D | +7.3% | +12.9% | -5.6% | +5.2% |
| 3M | +8.1% | +28.9% | -20.8% | +4.1% |
| 6M | +10.5% | +49.9% | -39.4% | +4.7% |
| YTD | +21.2% | +34.8% | -13.7% | +15.9% |
| 1Y | +22.7% | +30.8% | -8.1% | +18.0% |
| All | +22.7% | +32.3% | -9.6% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling