+176.9%
MCD vs MCK
+442.8%
-265.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -1.2% | -2.9% | +1.7% | -0.6% |
| 30D | -7.8% | +0.4% | -8.2% | -7.9% |
| 3M | -10.7% | +12.1% | -22.8% | -13.1% |
| 6M | -21.3% | -5.4% | -15.8% | -20.6% |
| YTD | -15.8% | +7.8% | -23.5% | -17.8% |
| 1Y | -16.0% | +22.9% | -39.0% | -20.7% |
| 3Y | -3.0% | +110.7% | -113.7% | -20.5% |
| 5Y | +18.6% | +346.2% | -327.6% | -19.7% |
| All | +176.9% | +442.8% | -265.9% | +69.3% |
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