+8.3%
DUK vs MCK
+31.3%
-23.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.0% | -4.6% | +1.4% |
| 7D | +4.9% | +11.3% | -6.5% | +3.3% |
| 30D | +13.8% | +16.8% | -3.0% | +11.4% |
| 3M | +5.2% | +28.9% | -23.7% | +1.5% |
| 6M | +3.5% | +32.7% | -29.2% | -0.8% |
| YTD | +13.5% | +30.8% | -17.3% | +8.6% |
| 1Y | +8.3% | +27.6% | -19.2% | +4.6% |
| All | +8.3% | +31.3% | -23.0% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling