+57.4%
INTC vs MCK
+31.3%
+26.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +7.0% | -10.8% | +0.8% |
| 7D | -39.0% | +11.3% | -50.3% | -34.2% |
| 30D | -49.8% | +16.8% | -66.7% | -44.2% |
| 3M | -42.2% | +28.9% | -71.1% | -31.7% |
| 6M | -39.2% | +32.7% | -71.8% | -24.1% |
| YTD | +57.9% | +30.8% | +27.1% | +102.3% |
| 1Y | +57.4% | +27.6% | +29.8% | +98.6% |
| All | +57.4% | +31.3% | +26.1% | +98.6% |
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