+40.9%
DUK vs MCK
+345.1%
-304.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | 0.0% | 0.0% |
| 7D | -0.7% | -2.9% | +2.3% | -0.1% |
| 30D | -2.4% | +0.4% | -2.9% | -2.6% |
| 3M | -3.0% | +12.1% | -15.1% | -5.3% |
| 6M | -6.6% | -5.4% | -1.1% | -5.9% |
| YTD | +4.6% | +7.8% | -3.2% | +2.2% |
| 1Y | +1.2% | +22.9% | -21.7% | -3.9% |
| 3Y | +45.7% | +110.7% | -65.1% | +21.3% |
| All | +40.9% | +345.1% | -304.2% | -5.6% |
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 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