-17.3%
MCD vs MCK
+32.0%
-49.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | -0.1% | -1.3% |
| 7D | -2.8% | +1.7% | -4.6% | -3.1% |
| 30D | -6.0% | +3.6% | -9.6% | -6.6% |
| 3M | -5.6% | +20.1% | -25.7% | -8.1% |
| 6M | -21.9% | -7.0% | -14.8% | -23.0% |
| YTD | -14.7% | +11.0% | -25.7% | -16.6% |
| 1Y | -17.3% | +31.8% | -49.1% | -21.6% |
| All | -17.3% | +32.0% | -49.3% | -21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling