+379.9%
CSCO vs MCK
+442.8%
-62.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +2.7% | -2.9% | +5.6% | +3.5% |
| 30D | -9.5% | +0.4% | -9.9% | -9.6% |
| 3M | -7.6% | +12.1% | -19.7% | -10.9% |
| 6M | +44.9% | -5.4% | +50.3% | +46.3% |
| YTD | +47.7% | +7.8% | +39.9% | +43.2% |
| 1Y | +69.1% | +22.9% | +46.1% | +57.2% |
| 3Y | +113.5% | +110.7% | +2.8% | +63.5% |
| 5Y | +122.8% | +346.2% | -223.4% | +30.3% |
| All | +379.9% | +442.8% | -62.9% | +149.4% |
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