+503.0%
MA vs MCK
+442.8%
+60.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.7% | -2.9% | +1.2% | -0.9% |
| 30D | +1.7% | +0.4% | +1.3% | +1.5% |
| 3M | +17.2% | +12.1% | +5.1% | +13.3% |
| 6M | +13.3% | -5.4% | +18.8% | +14.5% |
| YTD | +0.2% | +7.8% | -7.6% | -3.0% |
| 1Y | -2.7% | +22.9% | -25.7% | -9.6% |
| 3Y | +39.1% | +110.7% | -71.7% | +8.0% |
| 5Y | +68.8% | +346.2% | -277.4% | +2.0% |
| All | +503.0% | +442.8% | +60.2% | +224.5% |
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