+324.4%
F vs MCK
+6,878.5%
-6,554.1%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.2% | -3.7% |
| 7D | +1.2% | -1.9% | +3.1% | +1.7% |
| 30D | +1.2% | +2.4% | -1.1% | +0.5% |
| 3M | -5.7% | +16.1% | -21.8% | -9.6% |
| 6M | +17.9% | -3.1% | +21.0% | +18.1% |
| YTD | +10.4% | +8.7% | +1.7% | +6.6% |
| 1Y | +25.3% | +28.1% | -2.7% | +15.5% |
| 3Y | +37.5% | +114.1% | -76.7% | +7.6% |
| 5Y | +46.5% | +342.5% | -296.0% | -7.4% |
| 10Y | +86.4% | +424.1% | -337.7% | +7.7% |
| All | +324.4% | +6,878.5% | -6,554.1% | +26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling