+30.8%
XLV vs MCK
+112.3%
-81.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -2.9% | -0.6% | -3.1% |
| 30D | -1.8% | +0.4% | -2.3% | -1.9% |
| 3M | +7.8% | +12.1% | -4.3% | +5.9% |
| 6M | +9.1% | -5.4% | +14.6% | +9.5% |
| YTD | +7.7% | +7.8% | -0.1% | +6.1% |
| 1Y | +20.4% | +22.9% | -2.5% | +16.0% |
| 3Y | +30.8% | +110.7% | -80.0% | +15.5% |
| All | +30.8% | +112.3% | -81.5% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling