+227.5%
LOW vs MCK
+442.8%
-215.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.7% | -2.9% | -0.8% | -3.1% |
| 30D | -8.9% | +0.4% | -9.3% | -9.0% |
| 3M | -10.4% | +12.1% | -22.5% | -13.0% |
| 6M | -19.4% | -5.4% | -14.0% | -18.7% |
| YTD | -17.1% | +7.8% | -24.9% | -19.4% |
| 1Y | -26.3% | +22.9% | -49.2% | -30.8% |
| 3Y | -9.9% | +110.7% | -120.6% | -28.4% |
| 5Y | +6.1% | +346.2% | -340.1% | -34.1% |
| All | +227.5% | +442.8% | -215.3% | +78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling