+4,467.7%
MCHP vs MCK
+6,818.8%
-2,351.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | 0.0% | -2.9% | +3.0% | +0.7% |
| 30D | -6.0% | +0.4% | -6.5% | -6.2% |
| 3M | -19.7% | +12.1% | -31.8% | -22.5% |
| 6M | +14.0% | -5.4% | +19.5% | +14.3% |
| YTD | +18.4% | +7.8% | +10.6% | +14.4% |
| 1Y | +17.1% | +22.9% | -5.8% | +9.0% |
| 3Y | +0.7% | +110.7% | -110.0% | -20.3% |
| 5Y | +5.1% | +346.2% | -341.1% | -32.7% |
| 10Y | +206.3% | +440.1% | -233.8% | +79.6% |
| All | +4,467.7% | +6,818.8% | -2,351.1% | +1,247.9% |
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