+32.0%
XLP vs MCK
+345.1%
-313.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.4% | -2.9% | +1.5% | -0.9% |
| 30D | -2.0% | +0.4% | -2.4% | -2.1% |
| 3M | -1.5% | +12.1% | -13.6% | -3.7% |
| 6M | -0.2% | -5.4% | +5.3% | +0.5% |
| YTD | +8.7% | +7.8% | +0.9% | +6.5% |
| 1Y | +6.3% | +22.9% | -16.6% | +1.2% |
| 3Y | +25.1% | +110.7% | -85.6% | +2.6% |
| All | +32.0% | +345.1% | -313.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling