+37.0%
HPQ vs MCK
+112.3%
-75.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.1% | +8.3% | +8.4% |
| 7D | +9.8% | -2.9% | +12.7% | +9.5% |
| 30D | +22.4% | +0.4% | +21.9% | +22.4% |
| 3M | +45.2% | +12.1% | +33.1% | +47.0% |
| 6M | +96.4% | -5.4% | +101.9% | +96.0% |
| YTD | +65.4% | +7.8% | +57.6% | +67.8% |
| 1Y | +31.6% | +22.9% | +8.6% | +35.0% |
| 3Y | +37.0% | +110.7% | -73.7% | +46.3% |
| All | +37.0% | +112.3% | -75.3% | +46.3% |
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 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