+18.1%
MCHP vs MCK
+32.0%
-13.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +2.9% | +1.0% |
| 7D | +1.7% | +1.7% | 0.0% | +2.3% |
| 30D | -4.1% | +3.6% | -7.7% | -2.8% |
| 3M | -22.5% | +20.1% | -42.6% | -17.2% |
| 6M | +7.3% | -7.0% | +14.3% | +11.7% |
| YTD | +18.4% | +11.0% | +7.4% | +27.8% |
| 1Y | +18.1% | +31.8% | -13.7% | +29.7% |
| All | +18.1% | +32.0% | -13.9% | +29.7% |
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