+3,549.0%
LRCX vs MCK
+442.8%
+3,106.2%
-56.4%
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 | -3.1% | -2.9% | -0.1% | -2.4% |
| 30D | -8.6% | +0.4% | -9.0% | -8.8% |
| 3M | -17.7% | +12.1% | -29.8% | -21.0% |
| 6M | +36.4% | -5.4% | +41.8% | +36.9% |
| YTD | +74.5% | +7.8% | +66.8% | +67.9% |
| 1Y | +159.4% | +22.9% | +136.5% | +138.7% |
| 3Y | +361.6% | +110.7% | +250.9% | +239.9% |
| 5Y | +425.2% | +346.2% | +79.1% | +178.5% |
| All | +3,549.0% | +442.8% | +3,106.2% | +1,587.8% |
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