-11.3%
ABT vs MCK
+345.1%
-356.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -5.9% | -2.9% | -3.0% | -5.2% |
| 30D | -8.1% | +0.4% | -8.5% | -8.2% |
| 3M | +14.5% | +12.1% | +2.4% | +11.2% |
| 6M | -6.3% | -5.4% | -0.8% | -5.6% |
| YTD | -17.1% | +7.8% | -24.9% | -19.1% |
| 1Y | -21.4% | +22.9% | -44.3% | -25.6% |
| 3Y | +5.9% | +110.7% | -104.8% | -13.0% |
| All | -11.3% | +345.1% | -356.4% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling