-13.3%
BKNG vs MCK
+27.9%
-41.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.4% |
| 7D | +12.2% | +9.3% | +2.9% | +10.8% |
| 30D | +7.0% | +16.3% | -9.3% | +5.3% |
| 3M | -18.3% | +22.3% | -40.6% | -19.8% |
| 6M | +1.1% | +34.1% | -33.0% | -0.9% |
| YTD | -20.7% | +31.1% | -51.7% | -22.7% |
| 1Y | -13.3% | +27.5% | -40.8% | -16.3% |
| All | -13.3% | +27.9% | -41.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling