+133.9%
ASML vs MCK
+138.1%
-4.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.3% |
| 7D | +4.9% | +4.0% | +1.0% | +5.7% |
| 30D | -9.3% | +12.9% | -22.2% | -7.2% |
| 3M | -19.0% | +28.9% | -47.8% | -15.4% |
| 6M | -5.2% | +49.9% | -55.1% | +0.7% |
| YTD | +40.6% | +34.8% | +5.8% | +49.7% |
| 1Y | +47.5% | +30.8% | +16.7% | +56.6% |
| 3Y | +133.9% | +137.4% | -3.6% | +165.9% |
| All | +133.9% | +138.1% | -4.3% | +165.9% |
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