+538.9%
XRT vs MKC
+346.8%
+192.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | +1.7% | -3.0% | +4.7% | +3.1% |
| 30D | +7.5% | +4.8% | +2.7% | +5.2% |
| 3M | +2.2% | -12.8% | +15.0% | +8.3% |
| 6M | +14.7% | +5.0% | +9.6% | +11.2% |
| YTD | +7.5% | -29.1% | +36.6% | +23.0% |
| 1Y | +14.1% | -26.4% | +40.5% | +28.1% |
| 3Y | +58.8% | -21.6% | +80.4% | +68.1% |
| 5Y | -3.9% | -35.2% | +31.3% | +8.4% |
| 10Y | +137.7% | +25.6% | +112.0% | +65.4% |
| All | +538.9% | +346.8% | +192.1% | +66.3% |
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 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