+361.6%
LRCX vs MCK
+112.3%
+249.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -3.1% | -2.9% | -0.1% | -3.7% |
| 30D | -8.6% | +0.4% | -9.0% | -8.4% |
| 3M | -17.7% | +12.1% | -29.8% | -15.5% |
| 6M | +36.4% | -5.4% | +41.8% | +40.3% |
| YTD | +74.5% | +7.8% | +66.8% | +80.4% |
| 1Y | +159.4% | +22.9% | +136.5% | +172.0% |
| 3Y | +361.6% | +110.7% | +250.9% | +384.6% |
| All | +361.6% | +112.3% | +249.3% | +384.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling