+23.2%
LIN vs MCK
+112.2%
-89.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -4.3% | -4.4% | +0.1% | -3.8% |
| 30D | -5.6% | -2.2% | -3.4% | -5.4% |
| 3M | -9.0% | +11.6% | -20.6% | -10.2% |
| 6M | -2.5% | -4.9% | +2.5% | -2.2% |
| YTD | +9.3% | +7.7% | +1.6% | +8.1% |
| 1Y | -1.0% | +25.2% | -26.2% | -4.7% |
| All | +23.2% | +112.2% | -89.0% | +12.0% |
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