-4.5%
XRT vs MKC
-35.5%
+31.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +1.7% | -3.0% | +4.7% | +2.5% |
| 30D | +7.5% | +4.8% | +2.7% | +6.3% |
| 3M | +2.2% | -12.8% | +15.0% | +5.7% |
| 6M | +14.7% | +5.0% | +9.6% | +12.9% |
| YTD | +7.5% | -29.1% | +36.6% | +16.4% |
| 1Y | +14.1% | -26.4% | +40.5% | +22.2% |
| 3Y | +58.8% | -21.6% | +80.4% | +64.1% |
| All | -4.5% | -35.5% | +31.0% | +13.5% |
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