+427.0%
MCK vs ACWI
+233.9%
+193.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -2.9% | -1.0% | -1.9% | -2.3% |
| 30D | +0.4% | -0.9% | +1.3% | +0.9% |
| 3M | +12.1% | +3.5% | +8.6% | +9.3% |
| 6M | -5.4% | +12.8% | -18.3% | -13.2% |
| YTD | +7.8% | +14.0% | -6.2% | -1.9% |
| 1Y | +22.9% | +19.2% | +3.8% | +8.5% |
| 3Y | +110.7% | +75.1% | +35.6% | +38.1% |
| 5Y | +346.2% | +68.6% | +277.6% | +197.6% |
| All | +427.0% | +233.9% | +193.1% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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