+43.4%
XRT vs MKC
-29.9%
+73.2%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | -0.3% | -4.3% | +4.1% | +0.7% |
| 30D | -5.6% | -2.0% | -3.6% | -5.2% |
| 3M | +2.5% | +10.0% | -7.4% | +0.4% |
| 6M | +3.7% | -18.5% | +22.2% | +8.0% |
| YTD | +1.0% | -22.4% | +23.4% | +6.1% |
| 1Y | -1.2% | -23.6% | +22.4% | +4.1% |
| 3Y | +43.4% | -30.4% | +73.8% | +53.3% |
| All | +43.4% | -29.9% | +73.2% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling