+339.0%
MCK vs ADSK
-25.3%
+364.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -2.9% | -2.5% | -0.4% | -2.8% |
| 30D | +0.4% | -14.9% | +15.3% | +1.3% |
| 3M | +12.1% | +3.3% | +8.8% | +11.7% |
| 6M | -5.4% | -15.7% | +10.2% | -4.8% |
| YTD | +7.8% | -28.2% | +36.0% | +9.3% |
| 1Y | +22.9% | -34.5% | +57.5% | +25.3% |
| 3Y | +110.7% | -2.9% | +113.6% | +110.0% |
| All | +339.0% | -25.3% | +364.4% | +327.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 5y: compounded portfolio wealth divided by compounded ADSK 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…
5y analysis · Full analysis span regression · 6 months rolling