+13,542.6%
MA vs MCK
+2,061.2%
+11,481.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.5% | -3.6% | +0.1% | -2.1% |
| 30D | +0.8% | +1.4% | -0.7% | +0.1% |
| 3M | +14.8% | +13.8% | +1.0% | +8.6% |
| 6M | +10.0% | -5.2% | +15.1% | +11.5% |
| YTD | -0.1% | +9.0% | -9.1% | -5.2% |
| 1Y | -2.2% | +26.9% | -29.1% | -13.2% |
| 3Y | +39.3% | +114.7% | -75.5% | -3.3% |
| 5Y | +66.3% | +347.1% | -280.8% | -17.6% |
| 10Y | +513.2% | +446.4% | +66.9% | +154.7% |
| All | +13,542.6% | +2,061.2% | +11,481.5% | +2,444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling