+49.6%
XOM vs MCK
+27.9%
+21.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.3% |
| 7D | -9.8% | +9.3% | -19.1% | -9.9% |
| 30D | +0.5% | +16.3% | -15.8% | +0.3% |
| 3M | +9.7% | +22.3% | -12.6% | +9.4% |
| 6M | +8.1% | +34.1% | -26.0% | +7.2% |
| YTD | +40.1% | +31.1% | +9.0% | +39.6% |
| 1Y | +49.6% | +27.5% | +22.1% | +48.4% |
| All | +49.6% | +27.9% | +21.8% | +48.4% |
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