+0.7%
MCHP vs MCK
+112.3%
-111.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | 0.0% | -2.9% | +3.0% | -0.6% |
| 30D | -6.0% | +0.4% | -6.5% | -5.9% |
| 3M | -19.7% | +12.1% | -31.8% | -17.1% |
| 6M | +14.0% | -5.4% | +19.5% | +15.7% |
| YTD | +18.4% | +7.8% | +10.6% | +22.7% |
| 1Y | +17.1% | +22.9% | -5.8% | +23.7% |
| 3Y | +0.7% | +110.7% | -110.0% | +17.4% |
| All | +0.7% | +112.3% | -111.6% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling