+184.8%
COP vs MCK
+345.1%
-160.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +2.3% | -2.9% | +5.2% | +2.8% |
| 30D | +8.6% | +0.4% | +8.2% | +8.5% |
| 3M | +19.9% | +12.1% | +7.8% | +17.2% |
| 6M | +19.0% | -5.4% | +24.5% | +19.7% |
| YTD | +50.0% | +7.8% | +42.2% | +46.5% |
| 1Y | +50.5% | +22.9% | +27.6% | +41.9% |
| 3Y | +25.2% | +110.7% | -85.5% | -5.0% |
| All | +184.8% | +345.1% | -160.3% | +49.9% |
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