-55.3%
ADBE vs MCK
+112.3%
-167.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | -5.4% | -2.9% | -2.4% | -5.3% |
| 30D | -2.5% | +0.4% | -2.9% | -2.5% |
| 3M | +15.3% | +12.1% | +3.2% | +15.2% |
| 6M | -7.8% | -5.4% | -2.4% | -8.4% |
| YTD | -27.9% | +7.8% | -35.7% | -28.1% |
| 1Y | -28.0% | +22.9% | -51.0% | -28.6% |
| 3Y | -55.3% | +110.7% | -166.0% | -59.9% |
| All | -55.3% | +112.3% | -167.6% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling