+3,428.2%
MCD vs MCK
+6,878.5%
-3,450.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | -2.0% | -1.9% | -0.1% | -1.7% |
| 30D | -6.1% | +2.4% | -8.5% | -6.6% |
| 3M | -7.3% | +16.1% | -23.4% | -9.7% |
| 6M | -20.9% | -3.1% | -17.9% | -20.7% |
| YTD | -14.7% | +8.7% | -23.4% | -16.3% |
| 1Y | -16.1% | +28.1% | -44.2% | -20.1% |
| 3Y | -1.5% | +114.1% | -115.6% | -14.7% |
| 5Y | +20.4% | +342.5% | -322.1% | -8.1% |
| 10Y | +180.0% | +424.1% | -244.1% | +101.2% |
| All | +3,428.2% | +6,878.5% | -3,450.3% | +1,525.5% |
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 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