+43.2%
KO vs MCK
+31.3%
+12.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.0% | -5.9% | -0.2% |
| 7D | +4.4% | +11.3% | -6.9% | +2.3% |
| 30D | +10.7% | +16.8% | -6.1% | +7.6% |
| 3M | +11.3% | +28.9% | -17.6% | +6.1% |
| 6M | +24.0% | +32.7% | -8.6% | +17.6% |
| YTD | +39.7% | +30.8% | +8.9% | +33.2% |
| 1Y | +43.2% | +27.6% | +15.7% | +37.5% |
| All | +43.2% | +31.3% | +12.0% | +37.5% |
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 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