+114.2%
ASML vs MCK
+26.1%
+88.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.7% |
| 7D | +2.5% | -4.4% | +6.9% | +1.5% |
| 30D | -6.2% | -2.2% | -4.0% | -6.6% |
| 3M | -2.6% | +11.6% | -14.1% | +0.4% |
| 6M | +22.4% | -4.9% | +27.3% | +27.9% |
| YTD | +58.5% | +7.7% | +50.8% | +66.9% |
| 1Y | +114.2% | +25.2% | +88.9% | +137.3% |
| All | +114.2% | +26.1% | +88.0% | +137.3% |
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