+97,349.8%
ASML vs MCK
+6,343.7%
+91,006.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.5% | +5.6% | +4.6% |
| 7D | +1.1% | +1.7% | -0.6% | +0.6% |
| 30D | +2.2% | +3.6% | -1.4% | +1.1% |
| 3M | -2.3% | +20.1% | -22.4% | -8.0% |
| 6M | +23.0% | -7.0% | +30.0% | +24.0% |
| YTD | +61.1% | +11.0% | +50.0% | +53.8% |
| 1Y | +129.1% | +31.8% | +97.3% | +107.4% |
| 3Y | +165.4% | +123.1% | +42.2% | +101.0% |
| 5Y | +109.5% | +351.7% | -242.2% | +26.9% |
| 10Y | +1,645.7% | +435.4% | +1,210.3% | +850.4% |
| All | +97,349.8% | +6,343.7% | +91,006.1% | +32,424.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling