+122.0%
CSCO vs MCK
+345.1%
-223.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +2.7% | -2.9% | +5.6% | +3.1% |
| 30D | -9.5% | +0.4% | -9.9% | -9.6% |
| 3M | -7.6% | +12.1% | -19.7% | -9.5% |
| 6M | +44.9% | -5.4% | +50.3% | +46.2% |
| YTD | +47.7% | +7.8% | +39.9% | +45.5% |
| 1Y | +69.1% | +22.9% | +46.1% | +62.4% |
| 3Y | +113.5% | +110.7% | +2.8% | +75.6% |
| All | +122.0% | +345.1% | -223.1% | +32.7% |
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