+1,741.2%
ASML vs MCK
+449.1%
+1,292.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | +2.8% | -3.6% | +6.4% | +3.5% |
| 30D | -0.2% | +1.4% | -1.7% | -0.6% |
| 3M | -2.6% | +13.8% | -16.4% | -5.6% |
| 6M | +27.9% | -5.2% | +33.0% | +28.7% |
| YTD | +62.4% | +9.0% | +53.4% | +57.9% |
| 1Y | +116.2% | +26.9% | +89.3% | +102.1% |
| 3Y | +182.4% | +114.7% | +67.7% | +124.1% |
| 5Y | +112.4% | +347.1% | -234.7% | +33.6% |
| All | +1,741.2% | +449.1% | +1,292.1% | +939.6% |
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 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