+156.4%
B vs MCK
+345.1%
-188.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.4% | -2.9% | +0.5% | -2.5% |
| 30D | +6.3% | +0.4% | +5.9% | +6.4% |
| 3M | +12.1% | +12.1% | 0.0% | +12.4% |
| 6M | -3.1% | -5.4% | +2.3% | -2.3% |
| YTD | +2.0% | +7.8% | -5.8% | +2.8% |
| 1Y | +51.7% | +22.9% | +28.7% | +51.7% |
| 3Y | +190.5% | +110.7% | +79.8% | +179.1% |
| All | +156.4% | +345.1% | -188.7% | +151.1% |
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