+274.4%
KLAC vs MCK
+112.3%
+162.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -2.7% | -2.9% | +0.2% | -3.1% |
| 30D | -13.2% | +0.4% | -13.6% | -13.1% |
| 3M | -25.0% | +12.1% | -37.1% | -23.4% |
| 6M | +23.6% | -5.4% | +29.0% | +26.9% |
| YTD | +49.2% | +7.8% | +41.4% | +53.4% |
| 1Y | +89.3% | +22.9% | +66.4% | +96.2% |
| 3Y | +274.4% | +110.7% | +163.6% | +276.5% |
| All | +274.4% | +112.3% | +162.0% | +276.5% |
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