+339.0%
MCK vs BAX
-68.1%
+407.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.2% |
| 7D | -2.9% | -7.9% | +4.9% | -2.2% |
| 30D | +0.4% | -11.7% | +12.1% | +1.6% |
| 3M | +12.1% | +16.2% | -4.1% | +10.0% |
| 6M | -5.4% | +32.0% | -37.4% | -8.4% |
| YTD | +7.8% | +24.7% | -16.9% | +5.0% |
| 1Y | +22.9% | -2.6% | +25.6% | +21.8% |
| 3Y | +110.7% | -35.0% | +145.7% | +113.8% |
| All | +339.0% | -68.1% | +407.1% | +431.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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