+569.3%
XLP vs MCK
+1,861.6%
-1,292.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +2.5% | +4.0% | -1.4% | +1.8% |
| 30D | +7.3% | +12.9% | -5.6% | +4.9% |
| 3M | +8.1% | +28.9% | -20.8% | +3.1% |
| 6M | +10.5% | +49.9% | -39.4% | +2.3% |
| YTD | +21.2% | +34.8% | -13.7% | +13.9% |
| 1Y | +22.7% | +30.8% | -8.1% | +15.9% |
| 3Y | +44.8% | +137.4% | -92.7% | +21.1% |
| 5Y | +44.7% | +403.3% | -358.6% | +4.6% |
| 10Y | +139.1% | +731.9% | -592.9% | +53.7% |
| All | +569.3% | +1,861.6% | -1,292.4% | +212.7% |
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