+119.9%
XRT vs MKC
+29.3%
+90.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -3.6% | -2.8% | -0.8% | -2.8% |
| 30D | -6.7% | -3.4% | -3.3% | -5.8% |
| 3M | -1.4% | +3.8% | -5.2% | -2.7% |
| 6M | +1.7% | -17.9% | +19.6% | +7.2% |
| YTD | -1.5% | -23.6% | +22.2% | +5.8% |
| 1Y | -2.5% | -23.1% | +20.6% | +4.2% |
| 3Y | +39.9% | -31.5% | +71.4% | +53.0% |
| 5Y | -2.6% | -33.1% | +30.5% | +5.7% |
| All | +119.9% | +29.3% | +90.6% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling