+2,960.1%
ABT vs MCK
+6,818.8%
-3,858.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| 6M | -6.3% | -5.4% | -0.8% | -5.3% |
| YTD | -17.1% | +7.8% | -24.9% | -19.0% |
| 1Y | -21.4% | +22.9% | -44.3% | -25.5% |
| 3Y | +5.9% | +110.7% | -104.8% | -12.3% |
| 5Y | -12.8% | +346.2% | -358.9% | -39.6% |
| 10Y | +200.1% | +440.1% | -240.1% | +90.8% |
| All | +2,960.1% | +6,818.8% | -3,858.6% | +974.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling