+606.1%
COST vs MCK
+442.8%
+163.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | -1.2% | -2.9% | +1.7% | -0.5% |
| 30D | -4.7% | +0.4% | -5.1% | -4.9% |
| 3M | -7.1% | +12.1% | -19.2% | -9.8% |
| 6M | -8.5% | -5.4% | -3.1% | -7.7% |
| YTD | +5.4% | +7.8% | -2.4% | +2.8% |
| 1Y | -5.6% | +22.9% | -28.6% | -11.0% |
| 3Y | +68.5% | +110.7% | -42.2% | +37.0% |
| 5Y | +105.2% | +346.2% | -240.9% | +37.7% |
| All | +606.1% | +442.8% | +163.2% | +332.8% |
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