+427.0%
MCK vs ALL
+365.1%
+62.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | -2.9% | -2.3% | -0.7% | -2.0% |
| 30D | +0.4% | -0.4% | +0.8% | +0.5% |
| 3M | +12.1% | +16.0% | -3.9% | +5.4% |
| 6M | -5.4% | +24.6% | -30.0% | -13.8% |
| YTD | +7.8% | +23.7% | -15.9% | -1.6% |
| 1Y | +22.9% | +27.7% | -4.8% | +10.5% |
| 3Y | +110.7% | +150.2% | -39.5% | +40.0% |
| 5Y | +346.2% | +117.1% | +229.1% | +204.7% |
| All | +427.0% | +365.1% | +62.0% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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