+6,918.4%
MCK vs BAX
+563.9%
+6,354.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -1.0% |
| 7D | -4.4% | -5.4% | +1.0% | -2.8% |
| 30D | -2.2% | -12.4% | +10.2% | +1.7% |
| 3M | +11.6% | +19.1% | -7.5% | +4.7% |
| 6M | -4.9% | +38.6% | -43.6% | -15.4% |
| YTD | +7.7% | +26.7% | -19.0% | -2.1% |
| 1Y | +25.2% | +1.0% | +24.2% | +21.0% |
| 3Y | +112.1% | -33.9% | +146.0% | +123.4% |
| 5Y | +345.8% | -67.0% | +412.9% | +486.2% |
| 10Y | +439.7% | -37.5% | +477.2% | +462.2% |
| All | +6,918.4% | +563.9% | +6,354.5% | +3,703.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling