-16.5%
ABT vs MCK
+32.0%
-48.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.0% | 0.0% |
| 7D | -3.7% | +1.7% | -5.4% | -4.2% |
| 30D | +2.5% | +3.6% | -1.1% | +1.3% |
| 3M | +20.2% | +20.1% | +0.1% | +13.9% |
| 6M | -2.9% | -7.0% | +4.1% | -3.7% |
| YTD | -11.9% | +11.0% | -23.0% | -15.0% |
| 1Y | -16.5% | +31.8% | -48.4% | -19.3% |
| All | -16.5% | +32.0% | -48.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling