+889.2%
XLV vs MKC
+976.3%
-87.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -3.6% | -1.5% | -2.1% | -3.1% |
| 30D | -1.8% | -3.1% | +1.3% | -0.9% |
| 3M | +7.8% | +5.2% | +2.6% | +5.9% |
| 6M | +9.1% | -12.8% | +21.9% | +13.0% |
| YTD | +7.7% | -23.3% | +31.0% | +15.5% |
| 1Y | +20.4% | -24.1% | +44.5% | +29.3% |
| 3Y | +30.8% | -32.1% | +62.9% | +43.4% |
| 5Y | +34.6% | -32.8% | +67.4% | +46.1% |
| 10Y | +173.4% | +29.9% | +143.5% | +137.6% |
| All | +889.2% | +976.3% | -87.1% | +479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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