+2,767.8%
IBM vs MCK
+6,898.6%
-4,130.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +3.6% | -3.6% | +7.1% | +4.4% |
| 30D | +1.5% | +1.4% | +0.1% | +1.1% |
| 3M | -12.9% | +13.8% | -26.7% | -15.3% |
| 6M | -3.9% | -5.2% | +1.2% | -3.0% |
| YTD | -17.3% | +9.0% | -26.4% | -19.4% |
| 1Y | -5.0% | +26.9% | -31.9% | -10.6% |
| 3Y | +78.2% | +114.7% | -36.5% | +47.7% |
| 5Y | +120.6% | +347.1% | -226.5% | +54.2% |
| 10Y | +144.5% | +446.4% | -301.9% | +58.1% |
| All | +2,767.8% | +6,898.6% | -4,130.8% | +1,034.2% |
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