+1,337.6%
CMCSA vs MCK
+6,813.7%
-5,476.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.7% |
| 7D | -5.6% | -4.4% | -1.2% | -4.4% |
| 30D | -1.9% | -2.2% | +0.3% | -1.4% |
| 3M | +6.4% | +11.6% | -5.1% | +3.1% |
| 6M | -16.9% | -4.9% | -12.0% | -16.1% |
| YTD | -6.8% | +7.7% | -14.5% | -9.5% |
| 1Y | -15.9% | +25.2% | -41.1% | -21.9% |
| 3Y | -33.4% | +112.1% | -145.6% | -47.5% |
| 5Y | -46.7% | +345.8% | -392.5% | -66.3% |
| 10Y | +7.0% | +439.7% | -432.7% | -38.9% |
| All | +1,337.6% | +6,813.7% | -5,476.0% | +391.3% |
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 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