-3.3%
XRT vs MKC
-34.7%
+31.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.4% | -4.3% | +1.9% | -1.3% |
| 30D | -6.9% | -3.1% | -3.8% | -6.2% |
| 3M | -0.4% | +6.8% | -7.2% | -2.3% |
| 6M | +2.2% | -18.3% | +20.6% | +7.4% |
| YTD | -0.7% | -23.1% | +22.4% | +5.7% |
| 1Y | -2.0% | -23.7% | +21.7% | +4.3% |
| 3Y | +41.0% | -31.0% | +72.0% | +53.0% |
| 5Y | -3.3% | -33.5% | +30.2% | +10.1% |
| All | -3.3% | -34.7% | +31.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling