+580.4%
LITE vs MCK
+394.4%
+186.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.6% |
| 7D | +22.6% | +0.5% | +22.1% | +22.6% |
| 30D | -36.8% | +12.0% | -48.7% | -36.1% |
| 3M | -33.0% | +22.7% | -55.7% | -31.9% |
| 6M | -37.1% | +46.9% | -84.0% | -36.5% |
| YTD | +69.5% | +31.7% | +37.8% | +73.4% |
| 1Y | +146.1% | +28.6% | +117.5% | +151.9% |
| 3Y | +1,440.8% | +132.6% | +1,308.3% | +1,389.6% |
| 5Y | +580.4% | +391.6% | +188.9% | +398.6% |
| All | +580.4% | +394.4% | +186.1% | +398.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling