+18.7%
HPQ vs MCK
+32.0%
-13.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.1% |
| 7D | +6.9% | +1.7% | +5.2% | +7.0% |
| 30D | +14.4% | +3.6% | +10.8% | +14.7% |
| 3M | +25.6% | +20.1% | +5.5% | +28.4% |
| 6M | +75.0% | -7.0% | +82.1% | +74.7% |
| YTD | +50.7% | +11.0% | +39.7% | +53.7% |
| 1Y | +18.7% | +31.8% | -13.2% | +17.3% |
| All | +18.7% | +32.0% | -13.3% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling