+9,931.4%
CSCO vs MCK
+6,898.6%
+3,032.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | 0.0% | -3.6% | +3.6% | +0.9% |
| 30D | -10.7% | +1.4% | -12.2% | -11.1% |
| 3M | -8.7% | +13.8% | -22.6% | -12.2% |
| 6M | +44.9% | -5.2% | +50.1% | +45.9% |
| YTD | +44.1% | +9.0% | +35.1% | +39.5% |
| 1Y | +65.9% | +26.9% | +39.0% | +53.7% |
| 3Y | +109.0% | +114.7% | -5.7% | +65.0% |
| 5Y | +114.8% | +347.1% | -232.4% | +37.7% |
| 10Y | +377.3% | +446.4% | -69.0% | +177.5% |
| All | +9,931.4% | +6,898.6% | +3,032.8% | +2,791.9% |
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 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