+197.1%
ABT vs MCK
+442.8%
-245.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.9% | -2.9% | -3.0% | -5.1% |
| 30D | -8.1% | +0.4% | -8.5% | -8.2% |
| 3M | +14.5% | +12.1% | +2.4% | +10.7% |
| 6M | -6.3% | -5.4% | -0.8% | -5.1% |
| YTD | -17.1% | +7.8% | -24.9% | -19.4% |
| 1Y | -21.4% | +22.9% | -44.3% | -26.5% |
| 3Y | +5.9% | +110.7% | -104.8% | -16.6% |
| 5Y | -12.8% | +346.2% | -358.9% | -46.1% |
| All | +197.1% | +442.8% | -245.7% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling