+934.0%
BE vs MCK
+607.9%
+326.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.8% | -3.8% |
| 7D | +9.7% | -4.4% | +14.1% | +10.4% |
| 30D | +22.4% | -2.2% | +24.6% | +22.7% |
| 3M | +10.4% | +11.6% | -1.2% | +7.2% |
| 6M | +67.9% | -4.9% | +72.8% | +68.8% |
| YTD | +197.5% | +7.7% | +189.8% | +190.0% |
| 1Y | +310.6% | +25.2% | +285.3% | +283.5% |
| 3Y | +1,657.2% | +112.1% | +1,545.1% | +1,224.5% |
| 5Y | +1,218.2% | +345.8% | +872.3% | +576.3% |
| All | +934.0% | +607.9% | +326.1% | +308.2% |
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