+37.2%
F vs MCK
+112.2%
-75.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.2% |
| 7D | -3.7% | -4.4% | +0.7% | -3.8% |
| 30D | -0.7% | -2.2% | +1.5% | -0.8% |
| 3M | -1.9% | +11.6% | -13.4% | -1.4% |
| 6M | +16.1% | -4.9% | +21.0% | +16.6% |
| YTD | +9.5% | +7.7% | +1.8% | +10.4% |
| 1Y | +27.2% | +25.2% | +2.0% | +28.9% |
| All | +37.2% | +112.2% | -75.0% | +53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling