-25.9%
ADBE vs MCK
+31.3%
-57.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.0% | -6.0% | +0.4% |
| 7D | -0.5% | +11.3% | -11.8% | -1.4% |
| 30D | +4.1% | +16.8% | -12.8% | +3.1% |
| 3M | -3.5% | +28.9% | -32.4% | -4.6% |
| 6M | -2.2% | +32.7% | -34.8% | -3.2% |
| YTD | -29.0% | +30.8% | -59.8% | -29.7% |
| 1Y | -25.9% | +27.6% | -53.5% | -26.9% |
| All | -25.9% | +31.3% | -57.2% | -26.9% |
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