+79.8%
IBM vs MCK
+112.3%
-32.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | +3.6% | -2.9% | +6.5% | +4.0% |
| 30D | +3.1% | +0.4% | +2.7% | +3.0% |
| 3M | -10.8% | +12.1% | -22.9% | -12.2% |
| 6M | -0.8% | -5.4% | +4.6% | -0.6% |
| YTD | -16.2% | +7.8% | -24.0% | -17.4% |
| 1Y | -2.9% | +22.9% | -25.8% | -5.7% |
| 3Y | +79.8% | +110.7% | -30.9% | +61.3% |
| All | +79.8% | +112.3% | -32.5% | +61.3% |
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