+115.6%
ASML vs MCK
+344.3%
-228.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +2.9% |
| 7D | +6.0% | -1.9% | +7.9% | +6.0% |
| 30D | +1.4% | +2.4% | -1.0% | +1.4% |
| 3M | +1.0% | +16.1% | -15.1% | +0.8% |
| 6M | +37.0% | -3.1% | +40.1% | +38.7% |
| YTD | +65.8% | +8.7% | +57.0% | +66.3% |
| 1Y | +123.1% | +28.1% | +95.0% | +120.4% |
| 3Y | +188.2% | +114.1% | +74.0% | +154.8% |
| 5Y | +115.6% | +342.5% | -226.9% | +47.5% |
| All | +115.6% | +344.3% | -228.8% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling