+1,557.1%
ASML vs MCK
+753.3%
+803.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.6% |
| 7D | +4.9% | +4.0% | +1.0% | +4.2% |
| 30D | -9.3% | +12.9% | -22.2% | -11.5% |
| 3M | -19.0% | +28.9% | -47.8% | -23.3% |
| 6M | -5.2% | +49.9% | -55.1% | -13.9% |
| YTD | +40.6% | +34.8% | +5.8% | +30.3% |
| 1Y | +47.5% | +30.8% | +16.7% | +37.5% |
| 3Y | +133.9% | +137.4% | -3.6% | +78.9% |
| 5Y | +83.8% | +403.3% | -319.5% | +6.9% |
| All | +1,557.1% | +753.3% | +803.8% | +697.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling