+1.8%
XLY vs MCK
+26.0%
-24.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.1% |
| 30D | +7.8% | +13.0% | -5.2% | +7.9% |
| 3M | +1.7% | +19.9% | -18.2% | +2.0% |
| 6M | +1.8% | +49.2% | -47.4% | +3.3% |
| YTD | +2.0% | +32.0% | -30.1% | +3.8% |
| 1Y | +1.8% | +26.6% | -24.7% | +4.3% |
| All | +1.8% | +26.0% | -24.2% | +4.3% |
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