+1,696.4%
ASML vs MCK
+442.4%
+1,254.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.2% |
| 7D | +2.5% | -4.4% | +6.9% | +3.3% |
| 30D | -6.2% | -2.2% | -4.0% | -5.9% |
| 3M | -2.6% | +11.6% | -14.1% | -5.2% |
| 6M | +22.4% | -4.9% | +27.3% | +23.1% |
| YTD | +58.5% | +7.7% | +50.8% | +54.4% |
| 1Y | +114.2% | +25.2% | +88.9% | +100.7% |
| 3Y | +175.5% | +112.1% | +63.4% | +119.2% |
| 5Y | +105.9% | +345.8% | -239.9% | +29.4% |
| All | +1,696.4% | +442.4% | +1,254.0% | +916.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling