+26.9%
XLV vs MCK
+32.0%
-5.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.4% | -0.8% |
| 7D | +0.2% | +1.7% | -1.6% | -0.1% |
| 30D | +4.4% | +3.6% | +0.8% | +3.9% |
| 3M | +13.2% | +20.1% | -6.8% | +10.6% |
| 6M | +10.1% | -7.0% | +17.1% | +9.6% |
| YTD | +11.7% | +11.0% | +0.7% | +10.1% |
| 1Y | +26.9% | +31.8% | -4.9% | +22.4% |
| All | +26.9% | +32.0% | -5.1% | +22.4% |
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