+163.4%
JPM vs MCK
+112.3%
+51.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | -2.5% | +0.4% | -2.9% | -2.5% |
| 3M | +14.1% | +12.1% | +2.0% | +13.6% |
| 6M | +25.1% | -5.4% | +30.5% | +25.2% |
| YTD | +12.1% | +7.8% | +4.3% | +11.8% |
| 1Y | +18.8% | +22.9% | -4.1% | +17.6% |
| 3Y | +163.4% | +110.7% | +52.7% | +152.5% |
| All | +163.4% | +112.3% | +51.1% | +152.5% |
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