+169.4%
XLV vs MCK
+442.8%
-273.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -2.9% | -0.6% | -2.7% |
| 30D | -1.8% | +0.4% | -2.3% | -2.0% |
| 3M | +7.8% | +12.1% | -4.3% | +3.9% |
| 6M | +9.1% | -5.4% | +14.6% | +10.4% |
| YTD | +7.7% | +7.8% | -0.1% | +4.1% |
| 1Y | +20.4% | +22.9% | -2.5% | +11.4% |
| 3Y | +30.8% | +110.7% | -80.0% | -0.5% |
| 5Y | +34.6% | +346.2% | -311.5% | -21.8% |
| All | +169.4% | +442.8% | -273.4% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling