+219.2%
CVX vs MCK
+442.8%
-223.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.6% | -2.9% | +5.5% | +3.5% |
| 30D | +9.8% | +0.4% | +9.4% | +9.6% |
| 3M | +16.2% | +12.1% | +4.1% | +11.9% |
| 6M | +13.6% | -5.4% | +19.1% | +14.8% |
| YTD | +44.4% | +7.8% | +36.6% | +39.2% |
| 1Y | +40.6% | +22.9% | +17.6% | +29.4% |
| 3Y | +48.2% | +110.7% | -62.5% | +10.4% |
| 5Y | +172.3% | +346.2% | -173.9% | +50.7% |
| All | +219.2% | +442.8% | -223.6% | +61.2% |
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