+508.9%
XLP vs MCK
+1,515.1%
-1,006.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.0% | +1.7% | -2.8% | -1.3% |
| 30D | -0.9% | +3.6% | -4.5% | -1.6% |
| 3M | +3.8% | +20.1% | -16.3% | +0.2% |
| 6M | -1.7% | -7.0% | +5.3% | -0.7% |
| YTD | +10.3% | +11.0% | -0.8% | +7.5% |
| 1Y | +7.8% | +31.8% | -24.0% | +1.6% |
| 3Y | +27.2% | +123.1% | -95.9% | +7.5% |
| 5Y | +32.5% | +351.7% | -319.1% | -2.3% |
| 10Y | +101.8% | +435.4% | -333.6% | +39.1% |
| All | +508.9% | +1,515.1% | -1,006.1% | +195.1% |
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