+189.0%
B vs MCK
+112.2%
+76.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.7% |
| 7D | -5.0% | -4.4% | -0.6% | -5.5% |
| 30D | +8.7% | -2.2% | +10.9% | +8.5% |
| 3M | +17.3% | +11.6% | +5.8% | +18.7% |
| 6M | -5.0% | -4.9% | -0.1% | -4.1% |
| YTD | +1.4% | +7.7% | -6.3% | +3.8% |
| 1Y | +50.5% | +25.2% | +25.3% | +54.0% |
| All | +189.0% | +112.2% | +76.9% | +209.7% |
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