-13.3%
IBM vs MCK
+31.3%
-44.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.0% | -5.3% | 0.0% |
| 7D | +0.4% | +11.3% | -10.9% | -2.2% |
| 30D | +14.8% | +16.8% | -2.0% | +10.5% |
| 3M | +8.9% | +28.9% | -20.0% | +2.5% |
| 6M | +12.4% | +32.7% | -20.2% | +5.4% |
| YTD | -12.4% | +30.8% | -43.2% | -18.2% |
| 1Y | -13.3% | +27.6% | -40.8% | -18.7% |
| All | -13.3% | +31.3% | -44.6% | -18.7% |
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