+433.8%
MAR vs MCK
+442.8%
-9.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | -5.4% | +0.4% | -5.8% | -5.6% |
| 3M | -15.5% | +12.1% | -27.6% | -18.0% |
| 6M | +3.0% | -5.4% | +8.4% | +4.0% |
| YTD | +8.5% | +7.8% | +0.7% | +5.5% |
| 1Y | +26.0% | +22.9% | +3.0% | +18.1% |
| 3Y | +68.6% | +110.7% | -42.1% | +33.4% |
| 5Y | +157.4% | +346.2% | -188.8% | +60.1% |
| All | +433.8% | +442.8% | -9.0% | +200.2% |
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