-47.2%
CMCSA vs MCK
+345.1%
-392.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.9% | -2.9% | -2.0% | -4.5% |
| 30D | -1.1% | +0.4% | -1.5% | -1.1% |
| 3M | +6.6% | +12.1% | -5.5% | +5.0% |
| 6M | -15.5% | -5.4% | -10.0% | -15.2% |
| YTD | -6.7% | +7.8% | -14.5% | -7.9% |
| 1Y | -15.6% | +22.9% | -38.5% | -18.3% |
| 3Y | -33.7% | +110.7% | -144.4% | -42.7% |
| All | -47.2% | +345.1% | -392.3% | -67.4% |
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 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