+513.3%
XRT vs MKC
+390.2%
+123.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.4% |
| 7D | +0.8% | -5.9% | +6.7% | +3.5% |
| 30D | -4.2% | -0.9% | -3.3% | -3.9% |
| 3M | +5.1% | +12.7% | -7.6% | -0.9% |
| 6M | +2.4% | -19.3% | +21.7% | +11.6% |
| YTD | +3.2% | -22.2% | +25.4% | +13.6% |
| 1Y | +1.5% | -23.3% | +24.9% | +12.0% |
| 3Y | +40.6% | -30.0% | +70.6% | +58.1% |
| 5Y | -1.0% | -33.8% | +32.8% | +11.6% |
| 10Y | +128.4% | +24.4% | +104.0% | +63.6% |
| All | +513.3% | +390.2% | +123.1% | +53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling