+1,569.3%
MCK vs BB
+251.4%
+1,317.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -1.1% |
| 7D | -4.4% | -2.1% | -2.3% | -4.3% |
| 30D | -2.2% | -16.0% | +13.8% | -1.4% |
| 3M | +11.6% | -14.5% | +26.1% | +11.9% |
| 6M | -4.9% | +118.6% | -123.5% | -10.0% |
| YTD | +7.7% | +98.9% | -91.2% | +2.5% |
| 1Y | +25.2% | +99.5% | -74.3% | +18.8% |
| 3Y | +112.1% | +65.4% | +46.8% | +99.0% |
| 5Y | +345.8% | -27.6% | +373.5% | +332.9% |
| 10Y | +439.7% | -0.4% | +440.1% | +377.4% |
| All | +1,569.3% | +251.4% | +1,317.9% | +984.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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