+13,449.8%
GOOG vs MCK
+3,283.4%
+10,166.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | 0.0% | -2.9% | +3.0% | +0.9% |
| 30D | -2.0% | +0.4% | -2.4% | -2.2% |
| 3M | -5.9% | +12.1% | -18.0% | -9.7% |
| 6M | +8.9% | -5.4% | +14.3% | +9.7% |
| YTD | +7.1% | +7.8% | -0.7% | +3.0% |
| 1Y | +39.7% | +22.9% | +16.7% | +28.6% |
| 3Y | +145.8% | +110.7% | +35.1% | +84.6% |
| 5Y | +138.6% | +346.2% | -207.6% | +36.0% |
| 10Y | +791.5% | +440.1% | +351.4% | +343.7% |
| All | +13,449.8% | +3,283.4% | +10,166.4% | +3,056.1% |
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