+427.0%
MCK vs A
+256.4%
+170.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.6% |
| 7D | -2.9% | -2.6% | -0.3% | -2.3% |
| 30D | +0.4% | -0.9% | +1.3% | +0.5% |
| 3M | +12.1% | +13.6% | -1.5% | +8.2% |
| 6M | -5.4% | +27.8% | -33.3% | -12.1% |
| YTD | +7.8% | +8.6% | -0.8% | +4.4% |
| 1Y | +22.9% | +16.9% | +6.1% | +16.3% |
| 3Y | +110.7% | +32.9% | +77.8% | +83.3% |
| 5Y | +346.2% | -14.1% | +360.3% | +351.5% |
| All | +427.0% | +256.4% | +170.6% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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