+7,004.6%
MCK vs ALL
+4,224.6%
+2,780.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -3.6% | -2.2% | -1.4% | -2.9% |
| 30D | +1.4% | -5.6% | +7.0% | +3.1% |
| 3M | +13.8% | +17.2% | -3.4% | +8.5% |
| 6M | -5.2% | +23.2% | -28.4% | -11.0% |
| YTD | +9.0% | +23.6% | -14.6% | +2.1% |
| 1Y | +26.9% | +29.2% | -2.3% | +17.1% |
| 3Y | +114.7% | +153.8% | -39.1% | +61.2% |
| 5Y | +347.1% | +116.1% | +231.0% | +245.4% |
| 10Y | +446.4% | +364.8% | +81.6% | +238.2% |
| All | +7,004.6% | +4,224.6% | +2,780.1% | +2,426.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling