-21.1%
LOW vs MCK
+32.0%
-53.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | -1.7% | +1.7% | -3.5% | -1.9% |
| 30D | -7.0% | +3.6% | -10.7% | -7.3% |
| 3M | -0.9% | +20.1% | -21.0% | -1.8% |
| 6M | -20.1% | -7.0% | -13.1% | -20.3% |
| YTD | -13.9% | +11.0% | -24.9% | -14.5% |
| 1Y | -21.1% | +31.8% | -53.0% | -23.2% |
| All | -21.1% | +32.0% | -53.1% | -23.2% |
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