+4,985.2%
LMT vs MCK
+6,818.8%
-1,833.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.3% |
| 30D | -13.1% | +0.4% | -13.5% | -13.2% |
| 3M | -3.9% | +12.1% | -16.0% | -6.0% |
| 6M | -18.3% | -5.4% | -12.8% | -17.7% |
| YTD | +10.3% | +7.8% | +2.6% | +8.2% |
| 1Y | +14.2% | +22.9% | -8.7% | +9.2% |
| 3Y | +35.0% | +110.7% | -75.7% | +16.1% |
| 5Y | +73.2% | +346.2% | -272.9% | +29.7% |
| 10Y | +186.8% | +440.1% | -253.3% | +101.5% |
| All | +4,985.2% | +6,818.8% | -1,833.6% | +2,216.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling