+29.1%
XLV vs MCK
+27.9%
+1.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +0.5% | +9.3% | -8.8% | -1.0% |
| 30D | +10.7% | +16.3% | -5.6% | +8.1% |
| 3M | +13.1% | +22.3% | -9.3% | +9.6% |
| 6M | +28.3% | +34.1% | -5.8% | +22.4% |
| YTD | +20.9% | +31.1% | -10.1% | +16.0% |
| 1Y | +29.1% | +27.5% | +1.6% | +24.4% |
| All | +29.1% | +27.9% | +1.2% | +24.4% |
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