+49.3%
F vs MCK
+342.6%
-293.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.2% | +4.4% | +3.3% |
| 7D | -3.7% | -4.4% | +0.7% | -3.3% |
| 30D | -0.7% | -2.2% | +1.5% | -0.5% |
| 3M | -1.9% | +11.6% | -13.4% | -2.9% |
| 6M | +16.1% | -4.9% | +21.0% | +17.0% |
| YTD | +9.5% | +7.7% | +1.8% | +8.5% |
| 1Y | +27.2% | +25.2% | +2.0% | +23.4% |
| 3Y | +36.3% | +112.1% | -75.9% | +15.3% |
| 5Y | +49.3% | +345.8% | -296.6% | -18.0% |
| All | +49.3% | +342.6% | -293.3% | -18.0% |
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