+292.4%
C vs MCK
+442.8%
-150.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.7% |
| 30D | +0.9% | +0.4% | +0.5% | +0.7% |
| 3M | +1.1% | +12.1% | -11.0% | -3.2% |
| 6M | +28.4% | -5.4% | +33.8% | +29.8% |
| YTD | +20.8% | +7.8% | +13.0% | +15.9% |
| 1Y | +43.4% | +22.9% | +20.5% | +30.9% |
| 3Y | +274.9% | +110.7% | +164.2% | +167.2% |
| 5Y | +136.7% | +346.2% | -209.5% | +18.3% |
| All | +292.4% | +442.8% | -150.4% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling